+16.9%
JCI vs PH
+13.5%
+3.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.2% |
| 7D | +3.2% | +4.3% | -1.2% | +0.3% |
| 30D | -8.6% | +0.1% | -8.7% | -8.7% |
| 3M | -7.7% | -9.4% | +1.6% | -2.1% |
| 6M | -2.6% | +8.8% | -11.3% | -8.1% |
| YTD | +17.4% | +9.6% | +7.7% | +12.6% |
| 1Y | +16.9% | +14.4% | +2.5% | +9.7% |
| All | +16.9% | +13.5% | +3.5% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling