-55.6%
JD vs PCOR
-10.0%
-45.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +11.7% | +23.7% | -11.9% | +4.9% |
| 30D | +8.1% | +39.0% | -30.9% | -1.9% |
| 3M | -12.0% | +35.8% | -47.7% | -20.1% |
| 6M | -3.5% | +38.2% | -41.7% | -13.9% |
| YTD | +3.3% | +3.9% | -0.6% | -1.0% |
| 1Y | -7.4% | +5.7% | -13.1% | -12.2% |
| 3Y | +16.6% | +44.8% | -28.2% | -6.6% |
| 5Y | -57.9% | -19.8% | -38.1% | -65.5% |
| All | -55.6% | -10.0% | -45.6% | -63.7% |
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