+2,521.4%
PWR vs JBL
+1,558.3%
+963.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.0% | +0.1% | +2.7% |
| 7D | +4.2% | +2.4% | +1.8% | +3.0% |
| 30D | -4.0% | -13.1% | +9.1% | +2.6% |
| 3M | -4.8% | -15.6% | +10.8% | +3.1% |
| 6M | +14.6% | +24.6% | -9.9% | +2.7% |
| YTD | +54.2% | +39.6% | +14.6% | +30.6% |
| 1Y | +67.1% | +48.6% | +18.5% | +36.5% |
| 3Y | +218.5% | +197.3% | +21.2% | +78.5% |
| 5Y | +466.3% | +413.0% | +53.3% | +134.8% |
| All | +2,521.4% | +1,558.3% | +963.1% | +530.1% |
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 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