+194.6%
JCI vs PFG
+1,015.3%
-820.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | +3.8% | +5.5% | -1.7% | +1.8% |
| 30D | -5.7% | +2.4% | -8.0% | -6.5% |
| 3M | -1.4% | +13.6% | -15.0% | -6.1% |
| 6M | +4.1% | +27.9% | -23.7% | -4.9% |
| YTD | +21.7% | +35.6% | -13.8% | +8.7% |
| 1Y | +36.1% | +48.5% | -12.3% | +17.6% |
| 3Y | +154.4% | +66.9% | +87.6% | +110.1% |
| 5Y | +112.0% | +111.0% | +1.1% | +60.7% |
| 10Y | +322.2% | +244.5% | +77.7% | +161.2% |
| All | +194.6% | +1,015.3% | -820.7% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling