+154.4%
JCI vs PL
+46.3%
+108.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +2.9% | +13.4% | -10.5% | +1.4% |
| 30D | -6.9% | -10.2% | +3.2% | -6.1% |
| 3M | -6.3% | -39.5% | +33.2% | -1.8% |
| 6M | +2.6% | -65.7% | +68.3% | +12.5% |
| YTD | +21.8% | -27.3% | +49.1% | +21.0% |
| 1Y | +19.6% | +15.0% | +4.6% | +11.9% |
| 3Y | +194.9% | +560.8% | -365.9% | +106.5% |
| 5Y | +108.1% | +38.4% | +69.7% | +58.1% |
| All | +154.4% | +46.3% | +108.1% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling