+293.5%
JCI vs PFGC
+351.0%
-57.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | +3.2% | +3.4% | -0.2% | +2.5% |
| 30D | -8.6% | +16.9% | -25.5% | -12.2% |
| 3M | -7.7% | +6.4% | -14.1% | -9.5% |
| 6M | -2.6% | +16.0% | -18.6% | -6.6% |
| YTD | +17.4% | +23.6% | -6.3% | +10.3% |
| 1Y | +16.9% | +16.6% | +0.3% | +11.3% |
| 3Y | +186.7% | +82.3% | +104.5% | +145.8% |
| 5Y | +95.4% | +138.7% | -43.3% | +56.5% |
| All | +293.5% | +351.0% | -57.4% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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