+47.1%
PPL vs JBL
+299.0%
-251.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | -0.4% | +6.3% | -6.7% | -0.6% |
| 30D | +2.6% | -13.5% | +16.1% | +3.2% |
| 3M | +0.8% | -31.3% | +32.1% | +2.3% |
| 6M | +1.4% | -28.4% | +29.8% | +2.6% |
| YTD | +4.3% | +11.6% | -7.3% | +2.4% |
| 1Y | +0.8% | +26.1% | -25.4% | -1.9% |
| 3Y | +57.9% | +97.4% | -39.4% | +46.0% |
| All | +47.1% | +299.0% | -251.9% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling