+1,131.3%
PSX vs JBL
+1,455.9%
-324.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +2.8% | +4.4% | -1.6% | +1.3% |
| 30D | +27.8% | -8.4% | +36.2% | +31.1% |
| 3M | +42.0% | -14.2% | +56.2% | +47.4% |
| 6M | +58.1% | +29.6% | +28.5% | +38.5% |
| YTD | +105.0% | +37.1% | +67.9% | +73.8% |
| 1Y | +104.9% | +49.5% | +55.4% | +66.1% |
| 3Y | +134.1% | +192.7% | -58.6% | +35.8% |
| 5Y | +363.8% | +411.3% | -47.5% | +103.4% |
| 10Y | +370.1% | +1,447.6% | -1,077.5% | +29.3% |
| All | +1,131.3% | +1,455.9% | -324.5% | +208.4% |
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