+175.9%
JCI vs PL
+455.3%
-279.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.4% | -7.7% | +1.7% |
| 7D | -9.4% | -6.8% | -2.6% | -8.8% |
| 30D | -13.4% | -29.3% | +15.9% | -10.6% |
| 3M | -12.4% | -44.8% | +32.4% | -7.6% |
| 6M | -5.1% | -68.4% | +63.2% | +4.0% |
| YTD | +13.7% | -36.4% | +50.1% | +14.5% |
| 1Y | +11.4% | +0.7% | +10.7% | +5.7% |
| 3Y | +175.9% | +455.3% | -279.4% | +92.8% |
| All | +175.9% | +455.3% | -279.4% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling