+116.9%
JCI vs PAAS
+113.1%
+3.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.2% |
| 7D | +3.8% | -2.9% | +6.7% | +4.2% |
| 30D | -5.7% | +6.8% | -12.5% | -6.6% |
| 3M | -1.4% | -2.9% | +1.5% | -1.5% |
| 6M | +4.1% | -16.4% | +20.6% | +5.4% |
| YTD | +21.7% | 0.0% | +21.7% | +19.9% |
| 1Y | +36.1% | +54.3% | -18.2% | +26.2% |
| 3Y | +154.4% | +230.7% | -76.2% | +109.0% |
| All | +116.9% | +113.1% | +3.8% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling