+103.6%
JCI vs PSKY
-78.1%
+181.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.4% | -1.3% |
| 7D | -7.6% | -24.6% | +17.0% | -7.0% |
| 30D | +5.9% | -36.1% | +42.0% | +7.0% |
| 3M | +19.6% | -54.8% | +74.4% | +21.3% |
| 6M | +19.6% | -54.8% | +74.4% | +21.3% |
| YTD | +19.6% | -54.8% | +74.4% | +21.3% |
| 1Y | +34.2% | -58.4% | +92.5% | +37.1% |
| 3Y | +188.9% | -40.7% | +229.5% | +172.2% |
| All | +103.6% | -78.1% | +181.8% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling