+51.4%
PYPL vs JBL
+1,526.6%
-1,475.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.6% |
| 7D | +2.7% | +3.0% | -0.3% | +1.5% |
| 30D | -4.9% | -8.3% | +3.4% | -2.2% |
| 3M | +28.9% | -16.9% | +45.8% | +35.5% |
| 6M | +18.2% | +21.8% | -3.5% | +5.2% |
| YTD | -5.0% | +36.3% | -41.3% | -20.1% |
| 1Y | -18.8% | +49.5% | -68.3% | -35.0% |
| 3Y | -12.6% | +170.6% | -183.2% | -49.9% |
| 5Y | -80.8% | +408.4% | -489.2% | -91.9% |
| 10Y | +49.9% | +1,450.4% | -1,400.5% | -62.8% |
| All | +51.4% | +1,526.6% | -1,475.2% | -63.2% |
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