+481.7%
JBL vs PCOR
-30.9%
+512.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.5% |
| 7D | +3.0% | -9.0% | +12.0% | +5.3% |
| 30D | -8.3% | +4.2% | -12.4% | -9.5% |
| 3M | -16.9% | +14.4% | -31.3% | -20.4% |
| 6M | +21.8% | +0.2% | +21.6% | +18.9% |
| YTD | +36.3% | -20.3% | +56.6% | +40.8% |
| 1Y | +49.5% | -16.1% | +65.6% | +51.3% |
| 3Y | +170.6% | -14.7% | +185.3% | +164.0% |
| 5Y | +408.4% | -43.2% | +451.5% | +385.0% |
| All | +481.7% | -30.9% | +512.6% | +460.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling