+2,331.5%
JCI vs PNC
+4,053.5%
-1,722.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | +5.1% | +2.3% | +2.8% | +4.3% |
| 30D | -3.8% | -3.8% | 0.0% | -2.5% |
| 3M | +1.9% | +7.8% | -5.9% | -0.8% |
| 6M | +11.2% | +19.7% | -8.5% | +4.3% |
| YTD | +22.9% | +19.1% | +3.8% | +15.3% |
| 1Y | +37.4% | +23.1% | +14.2% | +27.1% |
| 3Y | +167.8% | +132.1% | +35.7% | +97.7% |
| 5Y | +115.0% | +52.2% | +62.8% | +81.6% |
| 10Y | +325.3% | +271.4% | +53.9% | +162.1% |
| All | +2,331.5% | +4,053.5% | -1,722.0% | +539.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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