+17.4%
PM vs JBL
+52.3%
-35.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -1.8% |
| 7D | -4.9% | +3.0% | -7.9% | -4.6% |
| 30D | -3.4% | -8.3% | +4.9% | -4.1% |
| 3M | +5.2% | -16.9% | +22.1% | +4.6% |
| 6M | +3.7% | +21.8% | -18.0% | +3.6% |
| YTD | +15.8% | +36.3% | -20.5% | +16.4% |
| 1Y | +17.4% | +49.5% | -32.1% | +19.2% |
| All | +17.4% | +52.3% | -35.0% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling