+431.4%
JCI vs PR
+169.5%
+261.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | +3.8% | +2.9% | +0.9% | +3.6% |
| 30D | -5.7% | +18.0% | -23.7% | -7.0% |
| 3M | -1.4% | +16.9% | -18.3% | -2.9% |
| 6M | +4.1% | +28.2% | -24.1% | +1.6% |
| YTD | +21.7% | +69.3% | -47.6% | +16.0% |
| 1Y | +36.1% | +69.5% | -33.4% | +29.4% |
| 3Y | +154.4% | +81.7% | +72.7% | +139.0% |
| 5Y | +112.0% | +422.2% | -310.2% | +81.9% |
| 10Y | +322.2% | +110.4% | +211.9% | +261.9% |
| All | +431.4% | +169.5% | +261.9% | +348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling