+347.8%
JBL vs PCOR
-10.3%
+358.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.2% |
| 7D | -12.3% | +22.7% | -35.1% | -16.6% |
| 30D | -20.2% | +37.5% | -57.6% | -26.1% |
| 3M | -30.6% | +35.2% | -65.8% | -36.1% |
| 6M | -35.8% | +42.2% | -78.0% | -42.2% |
| YTD | +4.9% | +3.6% | +1.4% | +1.3% |
| 1Y | +11.3% | -4.8% | +16.1% | +10.3% |
| 3Y | +89.1% | +48.3% | +40.8% | +60.2% |
| 5Y | +272.1% | -20.1% | +292.1% | +230.5% |
| All | +347.8% | -10.3% | +358.1% | +302.7% |
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 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