+49.5%
JBL vs PCOR
-14.7%
+64.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +1.2% |
| 7D | +3.0% | -9.0% | +12.0% | +2.3% |
| 30D | -8.3% | +4.2% | -12.4% | -7.9% |
| 3M | -16.9% | +14.4% | -31.3% | -14.5% |
| 6M | +21.8% | +0.2% | +21.6% | +25.5% |
| YTD | +36.3% | -20.3% | +56.6% | +44.4% |
| 1Y | +49.5% | -16.1% | +65.6% | +59.0% |
| All | +49.5% | -14.7% | +64.2% | +59.0% |
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