+166.0%
JCI vs PEG
+32.2%
+133.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | +4.1% | -0.1% | +4.2% | +4.1% |
| 30D | -3.8% | -1.7% | -2.1% | -3.1% |
| 3M | -1.6% | -6.8% | +5.1% | +1.1% |
| 6M | +9.5% | -11.4% | +20.9% | +15.0% |
| YTD | +21.7% | -7.2% | +29.0% | +25.0% |
| 1Y | +37.1% | -6.1% | +43.3% | +39.6% |
| All | +166.0% | +32.2% | +133.8% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling