+145.3%
JCI vs PCOR
-8.1%
+153.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | +8.4% | +2.2% | +6.3% | +8.1% |
| 30D | -8.9% | +37.4% | -46.3% | -13.7% |
| 3M | -6.4% | +33.2% | -39.6% | -11.4% |
| 6M | +1.6% | +60.6% | -59.0% | -7.7% |
| YTD | +20.1% | +6.2% | +13.9% | +17.1% |
| 1Y | +17.2% | -1.1% | +18.3% | +16.1% |
| 3Y | +190.7% | +48.4% | +142.3% | +156.7% |
| 5Y | +99.9% | -13.1% | +113.0% | +79.8% |
| All | +145.3% | -8.1% | +153.3% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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