-2.6%
JCI vs PEG
-1.1%
-1.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.4% |
| 7D | +3.2% | +4.5% | -1.3% | +2.6% |
| 30D | -8.6% | +7.5% | -16.1% | -9.8% |
| 3M | -7.7% | +0.8% | -8.6% | -8.3% |
| 6M | -2.6% | 0.0% | -2.6% | -6.7% |
| All | -2.6% | -1.1% | -1.5% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling