+110.3%
JCI vs PFG
+109.8%
+0.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +4.1% | +3.2% | +0.9% | +2.3% |
| 30D | -3.8% | +0.9% | -4.8% | -4.5% |
| 3M | -1.6% | +7.7% | -9.4% | -6.0% |
| 6M | +9.5% | +29.0% | -19.4% | -5.1% |
| YTD | +21.7% | +32.5% | -10.7% | +3.6% |
| 1Y | +37.1% | +47.3% | -10.2% | +9.6% |
| 3Y | +165.2% | +68.2% | +96.9% | +93.6% |
| 5Y | +110.3% | +108.5% | +1.8% | +35.5% |
| All | +110.3% | +109.8% | +0.5% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling