+139.7%
JCI vs PCOR
-7.6%
+147.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.3% |
| 7D | +3.2% | +3.0% | +0.1% | +2.7% |
| 30D | -8.6% | +38.7% | -47.3% | -13.6% |
| 3M | -7.7% | +24.9% | -32.6% | -11.6% |
| 6M | -2.6% | +68.8% | -71.3% | -12.3% |
| YTD | +17.4% | +6.7% | +10.7% | +14.3% |
| 1Y | +16.9% | +3.0% | +13.9% | +14.8% |
| 3Y | +186.7% | +48.6% | +138.1% | +153.2% |
| 5Y | +95.4% | -12.7% | +108.0% | +75.7% |
| All | +139.7% | -7.6% | +147.3% | +117.9% |
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