+1,202.7%
PPL vs JBL
+32,800.8%
-31,598.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -0.6% |
| 7D | +0.4% | -12.3% | +12.8% | +1.3% |
| 30D | +5.4% | -20.2% | +25.6% | +7.0% |
| 3M | +4.3% | -30.6% | +34.9% | +6.7% |
| 6M | -1.3% | -35.8% | +34.4% | +1.2% |
| YTD | +4.7% | +4.9% | -0.2% | +3.4% |
| 1Y | +1.3% | +11.3% | -10.0% | -0.5% |
| 3Y | +57.2% | +89.1% | -31.9% | +46.8% |
| 5Y | +48.2% | +272.1% | -223.8% | +30.6% |
| 10Y | +62.7% | +1,150.2% | -1,087.4% | +30.7% |
| All | +1,202.7% | +32,800.8% | -31,598.1% | +857.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling