+103.1%
JCI vs PFGC
+129.3%
-26.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -5.9% | +15.0% | -20.9% | -10.4% |
| 30D | -10.4% | +17.0% | -27.4% | -15.4% |
| 3M | -6.1% | -2.5% | -3.6% | -5.8% |
| 6M | +1.7% | +19.2% | -17.5% | -5.5% |
| YTD | +18.9% | +23.4% | -4.6% | +7.9% |
| 1Y | +16.1% | +13.9% | +2.3% | +8.7% |
| 3Y | +187.8% | +82.0% | +105.8% | +120.7% |
| All | +103.1% | +129.3% | -26.2% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling