+175.9%
JCI vs PLUG
-78.4%
+254.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.4% | -4.7% | +2.4% |
| 7D | -9.4% | +5.8% | -15.2% | -9.7% |
| 30D | -13.4% | -18.5% | +5.1% | -12.6% |
| 3M | -12.4% | -30.0% | +17.6% | -11.1% |
| 6M | -5.1% | -56.2% | +51.1% | -2.1% |
| YTD | +13.7% | -26.4% | +40.1% | +14.3% |
| 1Y | +11.4% | -42.2% | +53.6% | +12.9% |
| 3Y | +175.9% | -76.8% | +252.7% | +171.0% |
| All | +175.9% | -78.4% | +254.2% | +171.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling