+32.4%
PWR vs JBL
+20.8%
+11.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -4.8% | -6.8% | -8.6% |
| 7D | -4.4% | -11.1% | +6.8% | +3.0% |
| 30D | -15.1% | -14.1% | -1.0% | -6.7% |
| 3M | -16.2% | -23.9% | +7.7% | -2.0% |
| 6M | -23.3% | -24.1% | +0.8% | -11.0% |
| YTD | +37.6% | +13.5% | +24.1% | +26.0% |
| 1Y | +32.4% | +23.7% | +8.7% | +15.4% |
| All | +32.4% | +20.8% | +11.6% | +15.4% |
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 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