+53.1%
JNJ vs PCOR
-4.3%
+57.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +2.2% |
| 7D | +4.3% | +22.2% | -17.9% | +4.8% |
| 30D | +7.9% | +36.0% | -28.1% | +9.1% |
| 3M | +9.4% | +34.0% | -24.6% | +10.7% |
| 6M | +28.8% | +43.5% | -14.7% | +29.9% |
| YTD | +38.5% | +5.1% | +33.4% | +36.3% |
| All | +53.1% | -4.3% | +57.4% | +48.3% |
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