+114.4%
JCI vs POET
-6.5%
+120.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.6% | -2.4% | +2.0% |
| 7D | +0.7% | +0.4% | +0.4% | +0.7% |
| 30D | -4.4% | -10.4% | +5.9% | -4.0% |
| 3M | +1.7% | -29.3% | +31.0% | +2.8% |
| 6M | +8.8% | +6.9% | +1.9% | +5.2% |
| YTD | +22.6% | +25.6% | -2.9% | +17.3% |
| 1Y | +36.2% | +49.2% | -12.9% | +28.0% |
| 3Y | +168.0% | +128.4% | +39.6% | +139.2% |
| All | +114.4% | -6.5% | +120.9% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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