+33.3%
JCI vs PEG
-6.5%
+39.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +0.4% | -0.9% | +1.3% | +0.6% |
| 30D | -7.7% | -2.8% | -5.0% | -7.1% |
| 3M | +2.8% | -6.9% | +9.7% | +4.1% |
| 6M | +7.2% | -11.4% | +18.6% | +10.0% |
| YTD | +20.0% | -7.4% | +27.3% | +21.9% |
| 1Y | +33.3% | -8.3% | +41.5% | +34.6% |
| All | +33.3% | -6.5% | +39.8% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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