+23.7%
JBL vs PCOR
+4.0%
+19.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +19.7% | -24.5% | -1.9% |
| 7D | -11.1% | +21.8% | -33.0% | -8.1% |
| 30D | -14.1% | +39.5% | -53.6% | -9.5% |
| 3M | -23.9% | +35.2% | -59.2% | -19.6% |
| 6M | -24.1% | +21.7% | -45.8% | -17.7% |
| YTD | +13.5% | +3.9% | +9.5% | +24.0% |
| 1Y | +23.7% | +6.9% | +16.8% | +34.7% |
| All | +23.7% | +4.0% | +19.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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