-54.9%
JD vs PCOR
-10.3%
-44.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +13.4% | +22.7% | -9.4% | +6.7% |
| 30D | +7.7% | +37.5% | -29.8% | -1.9% |
| 3M | -11.3% | +35.2% | -46.5% | -19.4% |
| 6M | -5.1% | +42.2% | -47.4% | -16.1% |
| YTD | +5.0% | +3.6% | +1.5% | +0.7% |
| 1Y | -5.6% | -4.8% | -0.9% | -7.1% |
| 3Y | +17.8% | +48.3% | -30.6% | -6.6% |
| 5Y | -57.2% | -20.1% | -37.1% | -64.9% |
| All | -54.9% | -10.3% | -44.6% | -63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling