-34.1%
PCOR vs JAAA
+27.4%
-61.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.3% | -4.5% |
| 7D | -9.0% | +0.2% | -9.1% | -9.4% |
| 30D | +4.2% | +0.5% | +3.6% | +2.6% |
| 3M | +14.4% | +1.3% | +13.2% | +10.5% |
| 6M | +0.2% | +2.7% | -2.5% | -6.7% |
| YTD | -20.3% | +3.2% | -23.4% | -26.7% |
| 1Y | -16.1% | +4.9% | -21.1% | -26.2% |
| 3Y | -14.7% | +19.0% | -33.7% | -37.5% |
| 5Y | -43.2% | +26.8% | -70.0% | -62.2% |
| All | -34.1% | +27.4% | -61.4% | -57.1% |
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