+154.3%
JCI vs PL
+84.9%
+69.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | +3.8% | -9.3% | +13.1% | +4.8% |
| 30D | -5.7% | -18.9% | +13.3% | -3.8% |
| 3M | -1.4% | -58.4% | +57.0% | +6.6% |
| 6M | +4.1% | -30.3% | +34.4% | +5.2% |
| YTD | +21.7% | -8.1% | +29.9% | +18.4% |
| 1Y | +36.1% | +180.5% | -144.4% | +13.8% |
| 3Y | +154.4% | +444.1% | -289.7% | +82.6% |
| 5Y | +112.0% | +83.0% | +29.0% | +54.4% |
| All | +154.3% | +84.9% | +69.4% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling