+148.7%
JCI vs PCOR
-30.9%
+179.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +2.6% |
| 7D | +3.8% | -9.0% | +12.8% | +5.5% |
| 30D | -5.7% | +4.2% | -9.8% | -6.6% |
| 3M | -1.4% | +14.4% | -15.8% | -4.3% |
| 6M | +4.1% | +0.2% | +4.0% | +2.4% |
| YTD | +21.7% | -20.3% | +42.0% | +25.0% |
| 1Y | +36.1% | -16.1% | +52.3% | +37.5% |
| 3Y | +154.4% | -14.7% | +169.1% | +148.4% |
| 5Y | +112.0% | -43.2% | +155.2% | +101.5% |
| All | +148.7% | -30.9% | +179.6% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling