+10.0%
JPM vs PCOR
-4.6%
+14.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.2% | +20.7% | -19.5% | +0.6% |
| 30D | +2.7% | +35.7% | -32.9% | +2.1% |
| 3M | -4.5% | +31.1% | -35.5% | -5.0% |
| 6M | +14.3% | +43.1% | -28.8% | +13.9% |
| YTD | +8.2% | +4.8% | +3.4% | +11.9% |
| 1Y | +10.0% | -3.7% | +13.7% | +16.2% |
| All | +10.0% | -4.6% | +14.6% | +16.2% |
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