+103.2%
JCI vs PBF
+380.2%
-277.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +5.0% | +0.1% |
| 7D | -5.9% | -15.3% | +9.4% | -4.7% |
| 30D | -10.4% | -21.8% | +11.4% | -8.9% |
| 3M | -6.1% | -0.2% | -5.9% | -6.3% |
| 6M | +1.7% | +63.6% | -61.9% | -2.3% |
| YTD | +18.9% | +147.5% | -128.7% | +9.3% |
| 1Y | +16.1% | +69.8% | -53.7% | +10.1% |
| 3Y | +187.8% | +65.3% | +122.5% | +162.2% |
| 5Y | +103.2% | +393.4% | -290.2% | +79.1% |
| All | +103.2% | +380.2% | -277.0% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling