+2,331.5%
JCI vs PNR
+3,553.7%
-1,222.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +2.0% |
| 7D | +5.1% | -3.0% | +8.1% | +6.4% |
| 30D | -3.8% | -14.9% | +11.1% | +2.3% |
| 3M | +1.9% | -19.0% | +20.9% | +9.6% |
| 6M | +11.2% | -35.9% | +47.1% | +30.7% |
| YTD | +22.9% | -43.1% | +66.1% | +50.6% |
| 1Y | +37.4% | -46.4% | +83.8% | +72.0% |
| 3Y | +167.8% | -10.8% | +178.7% | +172.6% |
| 5Y | +115.0% | -18.9% | +133.9% | +124.6% |
| 10Y | +325.3% | +64.4% | +260.9% | +235.1% |
| All | +2,331.5% | +3,553.7% | -1,222.2% | +835.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling