+108.8%
JCI vs PEG
+35.4%
+73.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +0.4% | -0.9% | +1.3% | +0.9% |
| 30D | -7.7% | -2.8% | -5.0% | -6.4% |
| 3M | +2.8% | -6.9% | +9.7% | +6.2% |
| 6M | +7.2% | -11.4% | +18.6% | +13.5% |
| YTD | +20.0% | -7.4% | +27.3% | +23.9% |
| 1Y | +33.3% | -8.3% | +41.5% | +37.8% |
| 3Y | +161.3% | +31.5% | +129.8% | +118.4% |
| 5Y | +108.8% | +38.0% | +70.8% | +65.6% |
| All | +108.8% | +35.4% | +73.4% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling