+330.8%
JCI vs PBF
+367.4%
-36.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.5% |
| 7D | +0.4% | +2.3% | -1.9% | +0.1% |
| 30D | -7.7% | +11.6% | -19.3% | -9.0% |
| 3M | +2.8% | +81.7% | -79.0% | -4.8% |
| 6M | +7.2% | +96.4% | -89.2% | -2.5% |
| YTD | +20.0% | +189.5% | -169.5% | +3.3% |
| 1Y | +33.3% | +180.7% | -147.5% | +14.2% |
| 3Y | +161.3% | +56.6% | +104.7% | +133.7% |
| 5Y | +108.8% | +802.0% | -693.2% | +39.3% |
| All | +330.8% | +367.4% | -36.6% | +173.6% |
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