+186.7%
JCI vs PFG
+82.7%
+104.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +3.2% | +2.4% | +0.8% | +2.2% |
| 30D | -8.6% | +5.9% | -14.5% | -10.8% |
| 3M | -7.7% | -0.4% | -7.3% | -7.9% |
| 6M | -2.6% | +14.8% | -17.4% | -9.6% |
| YTD | +17.4% | +31.9% | -14.6% | +1.0% |
| 1Y | +16.9% | +38.8% | -21.9% | -2.2% |
| 3Y | +186.7% | +82.4% | +104.4% | +103.0% |
| All | +186.7% | +82.7% | +104.1% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling