+54.0%
PPL vs JBL
+1,439.8%
-1,385.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.8% | +4.4% | -2.6% | +1.1% |
| 30D | -1.1% | -8.4% | +7.4% | +0.2% |
| 3M | 0.0% | -14.2% | +14.2% | +1.9% |
| 6M | -7.6% | +29.6% | -37.2% | -13.1% |
| YTD | +1.7% | +37.1% | -35.3% | -5.7% |
| 1Y | +1.5% | +49.5% | -48.0% | -7.9% |
| 3Y | +55.3% | +192.7% | -137.4% | +16.2% |
| 5Y | +37.7% | +411.3% | -373.6% | -14.4% |
| 10Y | +54.0% | +1,447.6% | -1,393.6% | -32.0% |
| All | +54.0% | +1,439.8% | -1,385.8% | -32.0% |
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