+293.5%
JCI vs PFG
+184.0%
+109.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +3.2% | +2.4% | +0.8% | +2.0% |
| 30D | -8.6% | +5.9% | -14.5% | -11.2% |
| 3M | -7.7% | -0.4% | -7.3% | -8.0% |
| 6M | -2.6% | +14.8% | -17.4% | -10.0% |
| YTD | +17.4% | +31.9% | -14.6% | +0.7% |
| 1Y | +16.9% | +38.8% | -21.9% | -2.3% |
| 3Y | +186.7% | +82.4% | +104.4% | +106.4% |
| 5Y | +95.4% | +94.7% | +0.7% | +34.3% |
| All | +293.5% | +184.0% | +109.6% | +104.4% |
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