+2,272.4%
JCI vs PPG
+2,572.2%
-299.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.5% |
| 7D | +0.4% | -5.1% | +5.6% | +3.0% |
| 30D | -7.7% | -9.6% | +1.8% | -3.2% |
| 3M | +2.8% | -6.4% | +9.2% | +5.4% |
| 6M | +7.2% | +0.5% | +6.7% | +5.7% |
| YTD | +20.0% | +4.4% | +15.5% | +15.6% |
| 1Y | +33.3% | -0.9% | +34.2% | +31.2% |
| 3Y | +161.3% | -17.0% | +178.3% | +176.8% |
| 5Y | +108.8% | -23.7% | +132.4% | +127.4% |
| 10Y | +334.6% | +25.9% | +308.7% | +264.5% |
| All | +2,272.4% | +2,572.2% | -299.9% | +455.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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