+411.1%
PWR vs JBL
+299.0%
+112.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.4% |
| 7D | +11.3% | +6.3% | +5.0% | +8.1% |
| 30D | -8.9% | -13.5% | +4.6% | -1.5% |
| 3M | -10.5% | -31.3% | +20.8% | +7.5% |
| 6M | -22.2% | -28.4% | +6.3% | -8.7% |
| YTD | +42.7% | +11.6% | +31.2% | +36.3% |
| 1Y | +41.1% | +26.1% | +15.0% | +27.5% |
| 3Y | +242.7% | +97.4% | +145.4% | +146.5% |
| All | +411.1% | +299.0% | +112.1% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling