+168.2%
PCAR vs JBL
+405.9%
-237.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.9% |
| 7D | 0.0% | +4.4% | -4.4% | -1.1% |
| 30D | -7.7% | -8.4% | +0.7% | -5.8% |
| 3M | +3.7% | -14.2% | +17.9% | +7.1% |
| 6M | +2.3% | +29.6% | -27.3% | -5.8% |
| YTD | +12.8% | +37.1% | -24.3% | +1.9% |
| 1Y | +27.8% | +49.5% | -21.7% | +12.1% |
| 3Y | +61.8% | +192.7% | -130.9% | +10.7% |
| 5Y | +168.2% | +411.3% | -243.1% | +41.8% |
| All | +168.2% | +405.9% | -237.7% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling