+2,307.7%
JCI vs PPL
+2,096.5%
+211.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | +2.7% | +1.2% | +2.9% |
| 30D | -5.7% | +0.5% | -6.1% | -5.8% |
| 3M | -1.4% | +0.7% | -2.1% | -1.9% |
| 6M | +4.1% | -7.6% | +11.7% | +6.6% |
| YTD | +21.7% | +1.8% | +19.9% | +20.3% |
| 1Y | +36.1% | -0.8% | +36.9% | +35.6% |
| 3Y | +154.4% | +56.9% | +97.6% | +112.8% |
| 5Y | +112.0% | +39.5% | +72.5% | +84.5% |
| 10Y | +322.2% | +55.4% | +266.8% | +245.4% |
| All | +2,307.7% | +2,096.5% | +211.3% | +668.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling