+39.4%
PPL vs JBL
+405.9%
-366.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +2.7% | +3.0% | -0.4% | +2.5% |
| 30D | +0.5% | -8.3% | +8.7% | +0.8% |
| 3M | +0.7% | -16.9% | +17.6% | +1.4% |
| 6M | -7.6% | +21.8% | -29.4% | -9.1% |
| YTD | +1.8% | +36.3% | -34.5% | -0.6% |
| 1Y | -0.8% | +49.5% | -50.3% | -3.8% |
| 3Y | +56.9% | +170.6% | -113.8% | +42.3% |
| All | +39.4% | +405.9% | -366.5% | +7.7% |
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