+65.0%
PPL vs JBL
+1,199.1%
-1,134.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.5% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +3.0% | -17.0% | +20.1% | +5.7% |
| 3M | +1.1% | -27.4% | +28.5% | +5.7% |
| 6M | -0.8% | -29.1% | +28.3% | +3.5% |
| YTD | +3.5% | +13.6% | -10.2% | -1.7% |
| 1Y | -0.9% | +22.8% | -23.7% | -7.4% |
| 3Y | +54.2% | +103.0% | -48.8% | +24.8% |
| 5Y | +46.3% | +307.4% | -261.1% | -5.4% |
| 10Y | +65.0% | +1,173.9% | -1,108.9% | -23.2% |
| All | +65.0% | +1,199.1% | -1,134.1% | -23.2% |
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