-40.2%
JOBY vs PCOR
-10.3%
-29.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.4% | +12.2% | +12.1% |
| 7D | +21.0% | +22.7% | -1.7% | +7.3% |
| 30D | +3.1% | +37.5% | -34.3% | -14.3% |
| 3M | -27.9% | +35.2% | -63.1% | -40.2% |
| 6M | -43.6% | +42.2% | -85.9% | -55.6% |
| YTD | -55.1% | +3.6% | -58.6% | -58.5% |
| 1Y | -58.6% | -4.8% | -53.8% | -59.6% |
| 3Y | -0.5% | +48.3% | -48.8% | -29.9% |
| 5Y | -40.5% | -20.1% | -20.4% | -47.4% |
| All | -40.2% | -10.3% | -29.8% | -48.1% |
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