-11.8%
PCOR vs JAAA
+28.4%
-40.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.4% |
| 7D | +3.0% | +0.1% | +2.9% | +2.8% |
| 30D | +38.7% | +0.4% | +38.3% | +37.0% |
| 3M | +24.9% | +1.2% | +23.6% | +20.7% |
| 6M | +68.8% | +2.3% | +66.5% | +58.5% |
| YTD | +6.7% | +4.0% | +2.7% | -4.0% |
| 1Y | +3.0% | +4.8% | -1.8% | -9.3% |
| 3Y | +48.6% | +18.4% | +30.2% | +8.1% |
| 5Y | -12.7% | +27.5% | -40.2% | -42.9% |
| All | -11.8% | +28.4% | -40.2% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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