+159.0%
PM vs JBL
+298.8%
-139.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | -6.6% | -8.1% | +1.4% | -6.5% |
| 30D | -3.4% | -18.4% | +15.0% | -3.1% |
| 3M | +5.3% | -25.8% | +31.1% | +6.0% |
| 6M | +15.5% | -29.6% | +45.2% | +16.3% |
| YTD | +24.3% | +9.6% | +14.6% | +21.4% |
| 1Y | +29.7% | +14.1% | +15.6% | +26.3% |
| 3Y | +144.9% | +95.9% | +49.0% | +123.4% |
| 5Y | +159.0% | +298.3% | -139.3% | +101.7% |
| All | +159.0% | +298.8% | -139.8% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling