+194.3%
JCI vs PR
+86.0%
+108.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +5.8% | +5.0% |
| 7D | -3.4% | -12.4% | +9.0% | -0.7% |
| 30D | -10.1% | -6.6% | -3.6% | -8.9% |
| 3M | -6.8% | +7.5% | -14.3% | -8.6% |
| 6M | +2.0% | +10.8% | -8.8% | -1.2% |
| YTD | +19.2% | +57.0% | -37.8% | +4.2% |
| 1Y | +16.7% | +67.9% | -51.2% | -0.2% |
| 3Y | +194.3% | +87.6% | +106.7% | +131.8% |
| All | +194.3% | +86.0% | +108.3% | +131.8% |
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