+16.4%
JCI vs PCOR
-4.3%
+20.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +5.0% |
| 7D | -3.4% | +22.2% | -25.6% | +0.4% |
| 30D | -10.1% | +36.0% | -46.2% | -5.0% |
| 3M | -6.8% | +34.0% | -40.8% | -1.3% |
| 6M | +2.0% | +43.5% | -41.5% | +10.3% |
| YTD | +19.2% | +5.1% | +14.1% | +23.9% |
| All | +16.4% | -4.3% | +20.7% | +24.1% |
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 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