+261.2%
JCI vs PLUG
-98.6%
+359.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.7% |
| 7D | +3.8% | -0.9% | +4.7% | +3.9% |
| 30D | -5.7% | +3.3% | -9.0% | -6.0% |
| 3M | -1.4% | -39.7% | +38.3% | +2.0% |
| 6M | +4.1% | -12.5% | +16.6% | +4.2% |
| YTD | +21.7% | +10.2% | +11.6% | +18.9% |
| 1Y | +36.1% | +50.7% | -14.6% | +28.0% |
| 3Y | +154.4% | -74.5% | +228.9% | +152.1% |
| 5Y | +112.0% | -91.8% | +203.8% | +120.4% |
| 10Y | +322.2% | +43.7% | +278.5% | +221.8% |
| All | +261.2% | -98.6% | +359.9% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling