+1,903.9%
JCI vs PAAS
+971.0%
+932.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.3% | +2.6% |
| 7D | -9.4% | +8.4% | -17.8% | -10.0% |
| 30D | -13.4% | -7.2% | -6.2% | -13.0% |
| 3M | -12.4% | -14.0% | +1.6% | -11.6% |
| 6M | -5.1% | -26.8% | +21.6% | -3.3% |
| YTD | +13.7% | -19.8% | +33.5% | +14.6% |
| 1Y | +11.4% | +22.8% | -11.4% | +8.4% |
| 3Y | +175.9% | +183.6% | -7.8% | +148.4% |
| 5Y | +98.4% | +73.8% | +24.6% | +82.7% |
| 10Y | +311.2% | +185.6% | +125.6% | +252.7% |
| All | +1,903.9% | +971.0% | +932.9% | +1,610.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling