+383.3%
JCI vs PR
+147.8%
+235.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.9% | -1.6% | -6.0% |
| 7D | -16.9% | -16.5% | -0.4% | -15.7% |
| 30D | -17.2% | -4.5% | -12.7% | -16.9% |
| 3M | -14.2% | +8.5% | -22.7% | -14.9% |
| 6M | -8.7% | -3.3% | -5.4% | -8.7% |
| YTD | +10.7% | +55.7% | -45.0% | +6.2% |
| 1Y | +9.7% | +82.0% | -72.3% | +3.7% |
| 3Y | +166.9% | +62.5% | +104.5% | +153.0% |
| 5Y | +93.1% | +223.9% | -130.8% | +71.2% |
| 10Y | +300.3% | +64.2% | +236.1% | +245.4% |
| All | +383.3% | +147.8% | +235.5% | +310.4% |
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