+108.8%
JCI vs PNR
-21.1%
+129.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.8% |
| 7D | +0.4% | -5.5% | +5.9% | +3.3% |
| 30D | -7.7% | -15.6% | +7.8% | +0.3% |
| 3M | +2.8% | -20.2% | +23.0% | +13.5% |
| 6M | +7.2% | -36.6% | +43.9% | +33.6% |
| YTD | +20.0% | -45.0% | +64.9% | +60.0% |
| 1Y | +33.3% | -47.4% | +80.7% | +82.1% |
| 3Y | +161.3% | -13.7% | +175.0% | +161.8% |
| 5Y | +108.8% | -20.8% | +129.6% | +121.1% |
| All | +108.8% | -21.1% | +129.9% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling