+124.0%
JPM vs PCOR
-19.6%
+143.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -0.8% | +22.7% | -23.5% | -3.9% |
| 30D | +1.5% | +37.5% | -36.0% | -3.5% |
| 3M | -5.7% | +35.2% | -40.8% | -10.4% |
| 6M | +7.2% | +42.2% | -35.0% | +0.5% |
| YTD | +5.8% | +3.6% | +2.2% | +3.8% |
| 1Y | +8.8% | -4.8% | +13.5% | +8.4% |
| 3Y | +147.4% | +48.3% | +99.1% | +124.4% |
| All | +124.0% | -19.6% | +143.6% | +101.8% |
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