+64.4%
PPL vs JBL
+1,188.5%
-1,124.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -5.9% | -1.1% |
| 7D | -1.2% | -5.2% | +4.0% | -0.5% |
| 30D | +4.2% | -17.5% | +21.8% | +7.1% |
| 3M | +1.5% | -26.0% | +27.5% | +5.7% |
| 6M | +1.0% | -28.9% | +29.9% | +5.2% |
| YTD | +4.4% | +10.8% | -6.5% | -0.4% |
| 1Y | +0.8% | +18.3% | -17.6% | -5.3% |
| 3Y | +56.5% | +102.2% | -45.7% | +26.5% |
| 5Y | +47.7% | +303.2% | -255.5% | -4.6% |
| 10Y | +64.4% | +1,152.0% | -1,087.6% | -23.4% |
| All | +64.4% | +1,188.5% | -1,124.1% | -23.4% |
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