+1,167.1%
PPL vs JBL
+42,637.0%
-41,470.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +2.7% | +3.0% | -0.4% | +2.4% |
| 30D | +0.5% | -8.3% | +8.7% | +1.0% |
| 3M | +0.7% | -16.9% | +17.6% | +1.7% |
| 6M | -7.6% | +21.8% | -29.4% | -9.4% |
| YTD | +1.8% | +36.3% | -34.5% | -1.1% |
| 1Y | -0.8% | +49.5% | -50.3% | -4.4% |
| 3Y | +56.9% | +170.6% | -113.8% | +42.8% |
| 5Y | +39.5% | +408.4% | -368.9% | +20.4% |
| 10Y | +55.4% | +1,450.4% | -1,395.0% | +23.1% |
| All | +1,167.1% | +42,637.0% | -41,470.0% | +816.6% |
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