+301.7%
JCI vs PPL
+62.1%
+239.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | -3.4% | -1.2% | -2.2% | -2.9% |
| 30D | -10.1% | +4.2% | -14.4% | -12.0% |
| 3M | -6.8% | +1.5% | -8.3% | -7.6% |
| 6M | +2.0% | +1.0% | +0.9% | +0.8% |
| YTD | +19.2% | +4.4% | +14.8% | +15.6% |
| 1Y | +16.7% | +0.8% | +16.0% | +15.0% |
| 3Y | +194.3% | +56.5% | +137.9% | +130.5% |
| 5Y | +103.0% | +47.7% | +55.4% | +62.6% |
| 10Y | +301.7% | +64.4% | +237.3% | +205.6% |
| All | +301.7% | +62.1% | +239.6% | +205.6% |
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