+1,149.3%
PSX vs JBL
+1,195.0%
-45.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +6.4% | +10.0% | -3.6% | +3.1% |
| 30D | -10.2% | -18.2% | +8.0% | -4.4% |
| 3M | +17.2% | -29.0% | +46.2% | +29.7% |
| 6M | +51.8% | -25.9% | +77.6% | +62.8% |
| YTD | +108.0% | +14.1% | +93.9% | +85.5% |
| 1Y | +96.1% | +21.7% | +74.5% | +70.2% |
| 3Y | +155.9% | +103.8% | +52.0% | +70.4% |
| 5Y | +306.9% | +310.0% | -3.1% | +91.3% |
| 10Y | +364.5% | +1,179.2% | -814.7% | +34.9% |
| All | +1,149.3% | +1,195.0% | -45.7% | +229.2% |
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