+304.3%
JCI vs PPL
+62.0%
+242.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | -9.4% | +0.4% | -9.8% | -9.6% |
| 30D | -13.4% | +5.4% | -18.9% | -15.6% |
| 3M | -12.4% | +4.3% | -16.7% | -14.2% |
| 6M | -5.1% | -1.3% | -3.8% | -5.2% |
| YTD | +13.7% | +4.7% | +9.1% | +10.2% |
| 1Y | +11.4% | +1.3% | +10.2% | +9.5% |
| 3Y | +175.9% | +57.2% | +118.7% | +115.5% |
| 5Y | +98.4% | +48.2% | +50.2% | +58.6% |
| All | +304.3% | +62.0% | +242.3% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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