-35.2%
JOBY vs PCOR
-35.6%
+0.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.6% | -2.5% | -4.1% |
| 7D | -5.9% | -9.0% | +3.1% | -0.9% |
| 30D | -27.1% | -7.0% | -20.2% | -24.5% |
| 3M | -30.7% | +18.3% | -49.1% | -38.3% |
| 6M | -36.1% | -7.8% | -28.3% | -36.1% |
| YTD | -51.4% | -25.6% | -25.8% | -45.2% |
| 1Y | -52.2% | -22.7% | -29.5% | -47.9% |
| 3Y | -12.1% | -17.7% | +5.6% | -13.3% |
| 5Y | -31.1% | -42.0% | +10.9% | -27.1% |
| All | -35.2% | -35.6% | +0.3% | -31.4% |
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