+100.9%
JNJ vs PCOR
-11.9%
+112.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | +3.5% | +3.0% | +0.4% | +3.5% |
| 30D | +12.5% | +38.7% | -26.1% | +13.0% |
| 3M | +9.6% | +24.9% | -15.3% | +9.8% |
| 6M | +25.3% | +68.8% | -43.4% | +26.2% |
| YTD | +40.3% | +6.7% | +33.6% | +40.7% |
| 1Y | +49.6% | +3.0% | +46.7% | +50.0% |
| 3Y | +110.8% | +48.6% | +62.2% | +111.1% |
| All | +100.9% | -11.9% | +112.8% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling