+2,325.5%
JCI vs PGR
+42,507.8%
-40,182.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.6% | +2.0% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | -4.4% | +4.9% | -9.4% | -6.2% |
| 3M | +1.7% | +7.6% | -6.0% | -1.8% |
| 6M | +8.8% | +8.3% | +0.5% | +4.4% |
| YTD | +22.6% | +1.7% | +20.9% | +19.9% |
| 1Y | +36.2% | -6.8% | +43.1% | +36.7% |
| 3Y | +168.0% | +73.4% | +94.6% | +112.0% |
| 5Y | +113.5% | +161.2% | -47.8% | +43.4% |
| 10Y | +344.3% | +819.5% | -475.2% | +90.0% |
| All | +2,325.5% | +42,507.8% | -40,182.3% | +275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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