+17.2%
JCI vs PBF
+83.1%
-65.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.7% | -1.5% |
| 7D | +8.4% | +4.3% | +4.2% | +8.3% |
| 30D | -8.9% | -21.8% | +12.9% | -8.8% |
| 3M | -6.4% | +1.7% | -8.2% | -6.3% |
| 6M | +1.6% | +69.8% | -68.2% | +3.6% |
| YTD | +20.1% | +167.7% | -147.7% | +20.9% |
| 1Y | +17.2% | +89.0% | -71.7% | +15.7% |
| All | +17.2% | +83.1% | -65.8% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling