+287.1%
PCAR vs JBL
+1,148.2%
-861.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.0% |
| 7D | +4.9% | +6.3% | -1.4% | +3.0% |
| 30D | -1.4% | -13.5% | +12.1% | +2.5% |
| 3M | -18.1% | -31.3% | +13.2% | -9.2% |
| 6M | -4.0% | -28.4% | +24.4% | +4.1% |
| YTD | -1.5% | +11.6% | -13.0% | -8.4% |
| 1Y | +13.2% | +26.1% | -12.9% | +0.9% |
| 3Y | +35.8% | +97.4% | -61.6% | -1.4% |
| 5Y | +114.6% | +301.0% | -186.4% | +15.2% |
| All | +287.1% | +1,148.2% | -861.1% | +36.0% |
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