+143.6%
JPM vs PCOR
-9.2%
+152.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.2% | +20.7% | -19.5% | -1.7% |
| 30D | +2.7% | +35.7% | -32.9% | -1.9% |
| 3M | -4.5% | +31.1% | -35.5% | -8.6% |
| 6M | +14.3% | +43.1% | -28.8% | +7.3% |
| YTD | +8.2% | +4.8% | +3.4% | +6.0% |
| 1Y | +10.0% | -3.7% | +13.7% | +9.3% |
| 3Y | +149.0% | +46.5% | +102.4% | +127.7% |
| 5Y | +131.0% | -17.3% | +148.3% | +112.1% |
| All | +143.6% | -9.2% | +152.8% | +124.1% |
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