+293.5%
JCI vs PBF
+260.7%
+32.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.3% |
| 7D | +3.2% | +6.5% | -3.3% | +2.4% |
| 30D | -8.6% | -20.0% | +11.4% | -6.3% |
| 3M | -7.7% | -3.3% | -4.4% | -7.8% |
| 6M | -2.6% | +76.8% | -79.4% | -10.1% |
| YTD | +17.4% | +168.9% | -151.6% | +1.3% |
| 1Y | +16.9% | +96.4% | -79.4% | +4.8% |
| 3Y | +186.7% | +77.2% | +109.5% | +151.2% |
| 5Y | +95.4% | +417.7% | -322.4% | +40.8% |
| All | +293.5% | +260.7% | +32.8% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling