+16.4%
JCI vs PAAS
+18.2%
-1.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +4.5% |
| 7D | -3.4% | +8.8% | -12.3% | -4.3% |
| 30D | -10.1% | -8.5% | -1.7% | -9.3% |
| 3M | -6.8% | -17.0% | +10.2% | -5.2% |
| 6M | +2.0% | -27.9% | +29.9% | +4.6% |
| YTD | +19.2% | -17.5% | +36.6% | +20.4% |
| All | +16.4% | +18.2% | -1.8% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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