+132.3%
JCI vs PCOR
-10.3%
+142.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -9.4% | +22.7% | -32.1% | -12.6% |
| 30D | -13.4% | +37.5% | -50.9% | -18.0% |
| 3M | -12.4% | +35.2% | -47.6% | -17.3% |
| 6M | -5.1% | +42.2% | -47.4% | -11.9% |
| YTD | +13.7% | +3.6% | +10.2% | +11.3% |
| 1Y | +11.4% | -4.8% | +16.2% | +11.1% |
| 3Y | +175.9% | +48.3% | +127.5% | +143.1% |
| 5Y | +98.4% | -20.1% | +118.5% | +80.0% |
| All | +132.3% | -10.3% | +142.6% | +112.0% |
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