+491.5%
JCI vs PFGC
+419.1%
+72.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +3.8% | -2.2% | +6.0% | +4.3% |
| 30D | -5.7% | -11.9% | +6.3% | -3.1% |
| 3M | -1.4% | +5.0% | -6.4% | -2.7% |
| 6M | +4.1% | +8.6% | -4.5% | +1.8% |
| YTD | +21.7% | +9.7% | +12.1% | +18.3% |
| 1Y | +36.1% | -6.3% | +42.4% | +36.7% |
| 3Y | +154.4% | +58.2% | +96.2% | +127.1% |
| 5Y | +112.0% | +110.4% | +1.6% | +76.3% |
| 10Y | +322.2% | +272.8% | +49.5% | +216.7% |
| All | +491.5% | +419.1% | +72.4% | +331.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling