+2,045.0%
JCI vs PAAS
+1,235.6%
+809.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.1% |
| 7D | +3.8% | -2.9% | +6.7% | +4.1% |
| 30D | -5.7% | +6.8% | -12.5% | -6.3% |
| 3M | -1.4% | -2.9% | +1.5% | -1.4% |
| 6M | +4.1% | -16.4% | +20.6% | +5.0% |
| YTD | +21.7% | 0.0% | +21.7% | +20.7% |
| 1Y | +36.1% | +54.3% | -18.2% | +30.1% |
| 3Y | +154.4% | +230.7% | -76.2% | +126.4% |
| 5Y | +112.0% | +111.6% | +0.4% | +92.4% |
| 10Y | +322.2% | +211.7% | +110.5% | +259.2% |
| All | +2,045.0% | +1,235.6% | +809.4% | +1,701.3% |
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