+367.9%
PCAR vs JBL
+1,455.1%
-1,087.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.2% | +4.0% | -4.2% | -1.4% |
| 30D | -6.9% | -7.5% | +0.6% | -4.9% |
| 3M | +2.1% | -14.1% | +16.2% | +6.0% |
| 6M | +1.6% | +25.9% | -24.3% | -7.3% |
| YTD | +12.2% | +36.7% | -24.4% | -0.8% |
| 1Y | +28.0% | +49.0% | -20.9% | +9.2% |
| 3Y | +61.0% | +191.8% | -130.8% | +3.1% |
| 5Y | +163.9% | +409.8% | -245.9% | +33.0% |
| 10Y | +367.9% | +1,509.2% | -1,141.3% | +54.3% |
| All | +367.9% | +1,455.1% | -1,087.2% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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