+103.2%
JCI vs PCOR
-17.9%
+121.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -5.9% | +20.7% | -26.6% | -9.0% |
| 30D | -10.4% | +35.7% | -46.0% | -15.1% |
| 3M | -6.1% | +31.1% | -37.1% | -11.0% |
| 6M | +1.7% | +43.1% | -41.4% | -5.9% |
| YTD | +18.9% | +4.8% | +14.0% | +16.1% |
| 1Y | +16.1% | -3.7% | +19.8% | +15.8% |
| 3Y | +187.8% | +46.5% | +141.3% | +152.3% |
| 5Y | +103.2% | -17.3% | +120.5% | +84.1% |
| All | +103.2% | -17.9% | +121.1% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling