+340.5%
JCI vs PNR
+66.2%
+274.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.4% |
| 7D | +0.7% | -6.0% | +6.8% | +4.1% |
| 30D | -4.4% | -14.0% | +9.5% | +3.4% |
| 3M | +1.7% | -21.7% | +23.4% | +14.2% |
| 6M | +8.8% | -37.3% | +46.1% | +37.8% |
| YTD | +22.6% | -45.1% | +67.8% | +65.9% |
| 1Y | +36.2% | -49.1% | +85.3% | +92.1% |
| 3Y | +168.0% | -14.8% | +182.8% | +174.6% |
| 5Y | +113.5% | -21.0% | +134.5% | +123.3% |
| All | +340.5% | +66.2% | +274.3% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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