+174.6%
JCI vs PBR
+1,864.5%
-1,689.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.3% |
| 7D | +5.1% | +2.5% | +2.7% | +4.6% |
| 30D | -3.8% | +19.4% | -23.2% | -7.4% |
| 3M | +1.9% | +20.8% | -18.9% | -2.4% |
| 6M | +11.2% | +23.5% | -12.3% | +5.6% |
| YTD | +22.9% | +83.4% | -60.5% | +7.3% |
| 1Y | +37.4% | +77.6% | -40.2% | +20.3% |
| 3Y | +167.8% | +99.9% | +68.0% | +125.0% |
| 5Y | +115.0% | +567.7% | -452.7% | +33.8% |
| 10Y | +325.3% | +621.5% | -296.2% | +127.6% |
| All | +174.6% | +1,864.5% | -1,689.8% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling