+330.8%
JCI vs PFG
+247.4%
+83.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | +0.4% | -3.0% | +3.4% | +1.9% |
| 30D | -7.7% | +2.5% | -10.2% | -9.0% |
| 3M | +2.8% | +6.1% | -3.3% | -0.8% |
| 6M | +7.2% | +31.3% | -24.0% | -7.1% |
| YTD | +20.0% | +33.6% | -13.6% | +2.7% |
| 1Y | +33.3% | +48.5% | -15.3% | +7.8% |
| 3Y | +161.3% | +69.6% | +91.7% | +95.6% |
| 5Y | +108.8% | +111.5% | -2.7% | +38.2% |
| All | +330.8% | +247.4% | +83.4% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling