+51.2%
JNJ vs PCOR
+4.0%
+47.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +19.7% | -15.9% | +4.2% |
| 7D | +1.9% | +21.8% | -19.9% | +2.5% |
| 30D | +9.2% | +39.5% | -30.3% | +10.6% |
| 3M | +8.9% | +35.2% | -26.3% | +10.3% |
| 6M | +24.6% | +21.7% | +2.8% | +23.9% |
| YTD | +35.7% | +3.9% | +31.7% | +34.9% |
| 1Y | +51.2% | +6.9% | +44.3% | +50.4% |
| All | +51.2% | +4.0% | +47.2% | +50.4% |
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