+106.6%
PCAR vs JBL
+270.2%
-163.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.7% |
| 7D | +0.1% | -12.3% | +12.4% | +3.1% |
| 30D | -4.6% | -20.2% | +15.6% | +0.3% |
| 3M | -22.6% | -30.6% | +8.0% | -16.1% |
| 6M | -12.0% | -35.8% | +23.8% | -3.3% |
| YTD | -6.1% | +4.9% | -11.0% | -10.2% |
| 1Y | +6.3% | +11.3% | -5.0% | -0.1% |
| 3Y | +31.8% | +89.1% | -57.3% | +1.6% |
| All | +106.6% | +270.2% | -163.6% | +15.9% |
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