+187.8%
JCI vs PPL
+55.3%
+132.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -5.9% | 0.0% | -5.9% | -5.9% |
| 30D | -10.4% | +4.3% | -14.7% | -11.1% |
| 3M | -6.1% | +2.9% | -9.0% | -6.6% |
| 6M | +1.7% | +1.1% | +0.6% | +1.3% |
| YTD | +18.9% | +4.5% | +14.4% | +17.3% |
| 1Y | +16.1% | +0.1% | +16.0% | +15.8% |
| 3Y | +187.8% | +55.7% | +132.1% | +155.2% |
| All | +187.8% | +55.3% | +132.6% | +155.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling