+177.0%
JBL vs PCOR
-14.4%
+191.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.4% |
| 7D | +3.0% | -9.0% | +12.0% | +5.0% |
| 30D | -8.3% | +4.2% | -12.4% | -9.4% |
| 3M | -16.9% | +14.4% | -31.3% | -19.6% |
| 6M | +21.8% | +0.2% | +21.6% | +20.2% |
| YTD | +36.3% | -20.3% | +56.6% | +44.0% |
| 1Y | +49.5% | -16.1% | +65.6% | +53.9% |
| All | +177.0% | -14.4% | +191.4% | +176.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling