+135.3%
PSX vs JBL
+189.2%
-53.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.8% | +4.0% | -2.2% | +1.4% |
| 30D | +21.6% | -7.5% | +29.1% | +22.6% |
| 3M | +46.5% | -14.1% | +60.5% | +48.4% |
| 6M | +62.0% | +25.9% | +36.1% | +53.2% |
| YTD | +106.3% | +36.7% | +69.7% | +90.8% |
| 1Y | +103.0% | +49.0% | +54.0% | +83.0% |
| All | +135.3% | +189.2% | -53.9% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling