-14.4%
PCOR vs JAAA
+28.2%
-42.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.5% |
| 7D | +22.7% | +0.2% | +22.6% | +22.2% |
| 30D | +37.5% | +0.4% | +37.0% | +35.8% |
| 3M | +35.2% | +1.2% | +34.0% | +30.7% |
| 6M | +42.2% | +2.3% | +39.9% | +33.4% |
| YTD | +3.6% | +3.9% | -0.3% | -6.6% |
| 1Y | -4.8% | +4.8% | -9.6% | -16.1% |
| 3Y | +48.3% | +18.5% | +29.8% | +8.1% |
| 5Y | -20.1% | +27.5% | -47.5% | -47.6% |
| All | -14.4% | +28.2% | -42.6% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling