+143.4%
JCI vs PCOR
-9.0%
+152.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.6% |
| 7D | -3.4% | +22.2% | -25.6% | -6.7% |
| 30D | -10.1% | +36.0% | -46.2% | -14.8% |
| 3M | -6.8% | +34.0% | -40.8% | -11.9% |
| 6M | +2.0% | +43.5% | -41.5% | -5.4% |
| YTD | +19.2% | +5.1% | +14.1% | +16.4% |
| 1Y | +16.7% | -3.9% | +20.7% | +16.3% |
| 3Y | +194.3% | +52.9% | +141.4% | +158.2% |
| 5Y | +103.0% | -18.7% | +121.7% | +83.8% |
| All | +143.4% | -9.0% | +152.4% | +121.7% |
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