+160.7%
JCI vs PPL
+57.3%
+103.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | +2.7% | +1.2% | +3.3% |
| 30D | -5.7% | +0.5% | -6.1% | -5.8% |
| 3M | -1.4% | +0.7% | -2.1% | -1.8% |
| 6M | +4.1% | -7.6% | +11.7% | +5.8% |
| YTD | +21.7% | +1.8% | +19.9% | +20.6% |
| 1Y | +36.1% | -0.8% | +36.9% | +35.7% |
| All | +160.7% | +57.3% | +103.4% | +117.2% |
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