-5.4%
JD vs PCOR
-14.7%
+9.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.1% | +2.1% |
| 7D | -1.7% | -9.0% | +7.3% | -1.2% |
| 30D | -13.2% | +4.2% | -17.3% | -13.4% |
| 3M | -3.2% | +14.4% | -17.6% | -4.7% |
| 6M | +15.2% | +0.2% | +15.1% | +14.6% |
| YTD | +2.0% | -20.3% | +22.2% | +6.8% |
| 1Y | -5.4% | -16.1% | +10.8% | -0.2% |
| All | -5.4% | -14.7% | +9.3% | -0.2% |
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