+378.1%
PSX vs JBL
+1,558.3%
-1,180.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.7% | -1.4% |
| 7D | +1.7% | +2.4% | -0.7% | +0.8% |
| 30D | +15.6% | -13.1% | +28.7% | +21.0% |
| 3M | +46.5% | -15.6% | +62.0% | +53.4% |
| 6M | +55.0% | +24.6% | +30.4% | +36.7% |
| YTD | +105.3% | +39.6% | +65.7% | +70.7% |
| 1Y | +101.6% | +48.6% | +53.0% | +61.4% |
| 3Y | +134.1% | +197.3% | -63.1% | +27.8% |
| 5Y | +368.7% | +413.0% | -44.3% | +84.8% |
| All | +378.1% | +1,558.3% | -1,180.2% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling