+163.8%
JPM vs PCOR
-14.4%
+178.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | -0.3% |
| 7D | +0.3% | -9.0% | +9.2% | +1.7% |
| 30D | -0.2% | +4.2% | -4.3% | -1.0% |
| 3M | +15.9% | +14.4% | +1.5% | +13.1% |
| 6M | +20.9% | +0.2% | +20.8% | +19.8% |
| YTD | +12.9% | -20.3% | +33.1% | +16.8% |
| 1Y | +20.3% | -16.1% | +36.4% | +22.5% |
| All | +163.8% | -14.4% | +178.3% | +161.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling