+17.2%
JCI vs PCOR
-2.2%
+19.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.5% |
| 7D | +8.4% | +2.2% | +6.3% | +8.8% |
| 30D | -8.9% | +37.4% | -46.3% | -3.6% |
| 3M | -6.4% | +33.2% | -39.6% | -1.0% |
| 6M | +1.6% | +60.6% | -59.0% | +11.3% |
| YTD | +20.1% | +6.2% | +13.9% | +25.1% |
| 1Y | +17.2% | -1.1% | +18.3% | +24.8% |
| All | +17.2% | -2.2% | +19.5% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling