+148.9%
JCI vs PL
+46.6%
+102.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +14.5% | -9.7% | +3.2% |
| 7D | -3.4% | +10.9% | -14.3% | -4.5% |
| 30D | -10.1% | -16.4% | +6.2% | -8.6% |
| 3M | -6.8% | -39.9% | +33.2% | -2.2% |
| 6M | +2.0% | -63.2% | +65.2% | +11.0% |
| YTD | +19.2% | -27.1% | +46.3% | +18.4% |
| 1Y | +16.7% | +12.2% | +4.6% | +9.5% |
| 3Y | +194.3% | +584.3% | -390.0% | +105.3% |
| 5Y | +103.0% | +37.0% | +66.1% | +55.1% |
| All | +148.9% | +46.6% | +102.3% | +85.1% |
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