+16.9%
JCI vs PL
+12.6%
+4.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.2% |
| 7D | +3.2% | +10.0% | -6.9% | +2.3% |
| 30D | -8.6% | -2.3% | -6.3% | -8.7% |
| 3M | -7.7% | -44.2% | +36.5% | -5.4% |
| 6M | -2.6% | -66.1% | +63.5% | +1.2% |
| YTD | +17.4% | -30.0% | +47.3% | +18.8% |
| 1Y | +16.9% | +21.0% | -4.1% | +13.8% |
| All | +16.9% | +12.6% | +4.4% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling