+59.9%
PPL vs JBL
+173.1%
-113.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +2.7% | +3.0% | -0.4% | +2.7% |
| 30D | +0.5% | -8.3% | +8.7% | +0.4% |
| 3M | +0.7% | -16.9% | +17.6% | +0.5% |
| 6M | -7.6% | +21.8% | -29.4% | -7.6% |
| YTD | +1.8% | +36.3% | -34.5% | +2.0% |
| 1Y | -0.8% | +49.5% | -50.3% | -0.5% |
| All | +59.9% | +173.1% | -113.2% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling