+304.3%
JCI vs PR
+66.0%
+238.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.6% |
| 7D | -9.4% | -16.4% | +7.0% | -8.0% |
| 30D | -13.4% | -1.9% | -11.5% | -13.3% |
| 3M | -12.4% | +8.0% | -20.3% | -13.1% |
| 6M | -5.1% | +4.1% | -9.2% | -5.7% |
| YTD | +13.7% | +58.7% | -45.0% | +8.9% |
| 1Y | +11.4% | +75.8% | -64.4% | +5.6% |
| 3Y | +175.9% | +73.2% | +102.7% | +160.2% |
| 5Y | +98.4% | +230.1% | -131.7% | +75.5% |
| All | +304.3% | +66.0% | +238.3% | +260.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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