+848.9%
PM vs JBL
+2,532.2%
-1,683.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.5% |
| 7D | +0.5% | +6.3% | -5.8% | -0.5% |
| 30D | -3.2% | -13.5% | +10.3% | -1.2% |
| 3M | +6.2% | -31.3% | +37.6% | +12.0% |
| 6M | +7.7% | -28.4% | +36.1% | +11.8% |
| YTD | +27.3% | +11.6% | +15.7% | +21.4% |
| 1Y | +32.8% | +26.1% | +6.6% | +23.8% |
| 3Y | +150.0% | +97.4% | +52.7% | +107.1% |
| 5Y | +164.2% | +301.0% | -136.8% | +86.2% |
| 10Y | +265.7% | +1,151.1% | -885.4% | +99.3% |
| All | +848.9% | +2,532.2% | -1,683.3% | +290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling