+194.3%
JCI vs PCOR
+43.2%
+151.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.7% |
| 7D | -3.4% | +22.2% | -25.6% | -5.4% |
| 30D | -10.1% | +36.0% | -46.2% | -13.1% |
| 3M | -6.8% | +34.0% | -40.8% | -10.1% |
| 6M | +2.0% | +43.5% | -41.5% | -2.7% |
| YTD | +19.2% | +5.1% | +14.1% | +21.1% |
| 1Y | +16.7% | -3.9% | +20.7% | +21.8% |
| 3Y | +194.3% | +52.9% | +141.4% | +155.5% |
| All | +194.3% | +43.2% | +151.1% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling