+373.0%
JBL vs PCOR
-9.0%
+382.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.3% |
| 7D | -5.2% | +22.2% | -27.4% | -9.7% |
| 30D | -17.5% | +36.0% | -53.6% | -23.5% |
| 3M | -26.0% | +34.0% | -60.0% | -31.6% |
| 6M | -28.9% | +43.5% | -72.4% | -36.1% |
| YTD | +10.8% | +5.1% | +5.7% | +6.6% |
| 1Y | +18.3% | -3.9% | +22.3% | +17.1% |
| 3Y | +102.2% | +52.9% | +49.3% | +70.2% |
| 5Y | +303.2% | -18.7% | +321.9% | +257.0% |
| All | +373.0% | -9.0% | +382.0% | +324.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling