+37.1%
JCI vs PH
+26.6%
+10.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | -3.8% | -10.3% | +6.5% | +2.2% |
| 3M | -1.6% | +5.1% | -6.7% | -4.8% |
| 6M | +9.5% | +2.3% | +7.2% | +6.9% |
| YTD | +21.7% | +8.7% | +13.0% | +16.7% |
| 1Y | +37.1% | +26.8% | +10.4% | +22.4% |
| All | +37.1% | +26.6% | +10.5% | +22.4% |
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