+115.0%
JCI vs PH
+252.1%
-137.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | +5.1% | +0.4% | +4.7% | +4.8% |
| 30D | -3.8% | -10.8% | +7.0% | +3.4% |
| 3M | +1.9% | +8.5% | -6.6% | -3.6% |
| 6M | +11.2% | +3.9% | +7.3% | +7.7% |
| YTD | +22.9% | +9.4% | +13.5% | +15.1% |
| 1Y | +37.4% | +26.8% | +10.6% | +16.3% |
| 3Y | +167.8% | +140.8% | +27.0% | +44.8% |
| 5Y | +115.0% | +253.8% | -138.8% | -13.2% |
| All | +115.0% | +252.1% | -137.0% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling