+210.9%
PM vs JBL
+1,558.3%
-1,347.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.4% | -0.1% |
| 7D | +4.7% | +2.4% | +2.3% | +4.3% |
| 30D | +2.6% | -13.1% | +15.7% | +4.6% |
| 3M | +6.6% | -15.6% | +22.2% | +8.7% |
| 6M | +16.5% | +24.6% | -8.1% | +10.2% |
| YTD | +21.2% | +39.6% | -18.4% | +11.9% |
| 1Y | +17.9% | +48.6% | -30.7% | +6.9% |
| 3Y | +129.8% | +197.3% | -67.4% | +71.8% |
| 5Y | +133.0% | +413.0% | -280.0% | +46.6% |
| All | +210.9% | +1,558.3% | -1,347.4% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling