+33.3%
JCI vs PBF
+167.4%
-134.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.4% |
| 7D | +0.4% | +2.3% | -1.9% | +0.4% |
| 30D | -7.7% | +11.6% | -19.3% | -7.6% |
| 3M | +2.8% | +81.7% | -79.0% | +4.1% |
| 6M | +7.2% | +96.4% | -89.2% | +8.3% |
| YTD | +20.0% | +189.5% | -169.5% | +20.4% |
| 1Y | +33.3% | +180.7% | -147.5% | +34.8% |
| All | +33.3% | +167.4% | -134.1% | +34.8% |
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