+99.6%
PSX vs JBL
+52.3%
+47.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | +0.3% |
| 7D | +4.5% | +3.0% | +1.5% | +4.7% |
| 30D | +26.6% | -8.3% | +34.9% | +26.0% |
| 3M | +39.3% | -16.9% | +56.2% | +37.6% |
| 6M | +56.8% | +21.8% | +35.1% | +57.6% |
| YTD | +101.8% | +36.3% | +65.5% | +101.9% |
| 1Y | +99.6% | +49.5% | +50.1% | +98.6% |
| All | +99.6% | +52.3% | +47.3% | +98.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling