+304.3%
JCI vs PLUG
+6.6%
+297.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.4% | -4.7% | +2.2% |
| 7D | -9.4% | +5.8% | -15.2% | -9.8% |
| 30D | -13.4% | -18.5% | +5.1% | -12.1% |
| 3M | -12.4% | -30.0% | +17.6% | -10.2% |
| 6M | -5.1% | -56.2% | +51.1% | +0.1% |
| YTD | +13.7% | -26.4% | +40.1% | +14.2% |
| 1Y | +11.4% | -42.2% | +53.6% | +13.6% |
| 3Y | +175.9% | -76.8% | +252.7% | +175.9% |
| 5Y | +98.4% | -96.2% | +194.6% | +121.5% |
| All | +304.3% | +6.6% | +297.7% | +234.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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