+8,272.0%
PCAR vs JBL
+34,277.3%
-26,005.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +3.8% | -8.1% | +11.9% | +5.4% |
| 30D | -2.0% | -18.4% | +16.5% | +1.7% |
| 3M | -19.1% | -25.8% | +6.7% | -14.8% |
| 6M | -6.8% | -29.6% | +22.8% | -1.3% |
| YTD | -2.5% | +9.6% | -12.1% | -6.0% |
| 1Y | +9.7% | +14.1% | -4.4% | +4.7% |
| 3Y | +34.0% | +95.9% | -61.9% | +11.8% |
| 5Y | +113.3% | +298.3% | -185.0% | +52.7% |
| 10Y | +278.2% | +1,150.1% | -871.9% | +111.1% |
| All | +8,272.0% | +34,277.3% | -26,005.4% | +3,234.0% |
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 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