+160.7%
JCI vs PR
+73.2%
+87.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +3.8% | +2.9% | +0.9% | +3.2% |
| 30D | -5.7% | +18.0% | -23.7% | -9.1% |
| 3M | -1.4% | +16.9% | -18.3% | -5.0% |
| 6M | +4.1% | +28.2% | -24.1% | -2.7% |
| YTD | +21.7% | +69.3% | -47.6% | +5.7% |
| 1Y | +36.1% | +69.5% | -33.4% | +17.6% |
| All | +160.7% | +73.2% | +87.5% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling