+114.4%
JCI vs PBR
+552.2%
-437.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.3% |
| 7D | +0.7% | +5.4% | -4.6% | +0.2% |
| 30D | -4.4% | +22.9% | -27.3% | -6.6% |
| 3M | +1.7% | +19.6% | -18.0% | -0.4% |
| 6M | +8.8% | +16.5% | -7.7% | +6.5% |
| YTD | +22.6% | +86.7% | -64.0% | +13.2% |
| 1Y | +36.2% | +74.7% | -38.5% | +26.5% |
| 3Y | +168.0% | +102.6% | +65.4% | +142.0% |
| All | +114.4% | +552.2% | -437.8% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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