+330.8%
JCI vs PSKY
-75.1%
+405.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.0% | -1.7% |
| 7D | +0.4% | -6.0% | +6.4% | +1.3% |
| 30D | -7.7% | +10.7% | -18.4% | -9.3% |
| 3M | +2.8% | +1.2% | +1.6% | +2.2% |
| 6M | +7.2% | +1.5% | +5.8% | +6.0% |
| YTD | +20.0% | -21.8% | +41.7% | +23.0% |
| 1Y | +33.3% | -30.2% | +63.4% | +37.9% |
| 3Y | +161.3% | -20.1% | +181.4% | +149.0% |
| 5Y | +108.8% | -70.5% | +179.3% | +135.8% |
| All | +330.8% | -75.1% | +405.9% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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