+7,960.5%
PCAR vs JBL
+32,800.8%
-24,840.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.6% |
| 7D | +0.1% | -12.3% | +12.4% | +2.6% |
| 30D | -4.6% | -20.2% | +15.6% | -0.6% |
| 3M | -22.6% | -30.6% | +8.0% | -17.4% |
| 6M | -12.0% | -35.8% | +23.8% | -5.1% |
| YTD | -6.1% | +4.9% | -11.0% | -8.7% |
| 1Y | +6.3% | +11.3% | -5.0% | +2.0% |
| 3Y | +31.8% | +89.1% | -57.3% | +10.8% |
| 5Y | +104.2% | +272.1% | -167.9% | +48.1% |
| 10Y | +302.9% | +1,150.2% | -847.2% | +125.1% |
| All | +7,960.5% | +32,800.8% | -24,840.3% | +3,138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling