+2,307.7%
JCI vs PH
+25,185.5%
-22,877.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +3.8% | -3.1% | +6.9% | +5.3% |
| 30D | -5.7% | -3.2% | -2.4% | -4.4% |
| 3M | -1.4% | +10.6% | -12.0% | -5.9% |
| 6M | +4.1% | -2.1% | +6.3% | +4.9% |
| YTD | +21.7% | +10.2% | +11.6% | +16.3% |
| 1Y | +36.1% | +28.2% | +7.9% | +21.3% |
| 3Y | +154.4% | +134.9% | +19.5% | +72.3% |
| 5Y | +112.0% | +253.6% | -141.6% | +20.1% |
| 10Y | +322.2% | +804.7% | -482.5% | +55.6% |
| All | +2,307.7% | +25,185.5% | -22,877.8% | +199.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling