+110.3%
JCI vs PBF
+817.4%
-707.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +4.1% | +1.4% | +2.7% | +4.0% |
| 30D | -3.8% | +15.8% | -19.7% | -4.9% |
| 3M | -1.6% | +90.3% | -91.9% | -6.3% |
| 6M | +9.5% | +102.8% | -93.3% | +3.2% |
| YTD | +21.7% | +187.3% | -165.6% | +11.0% |
| 1Y | +37.1% | +161.8% | -124.7% | +25.3% |
| 3Y | +165.2% | +55.5% | +109.7% | +143.4% |
| 5Y | +110.3% | +801.9% | -691.6% | +74.5% |
| All | +110.3% | +817.4% | -707.1% | +74.5% |
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