+1,038.8%
JCI vs PSLV
+120.6%
+918.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.3% |
| 7D | +4.1% | +3.3% | +0.7% | +3.7% |
| 30D | -3.8% | +2.1% | -6.0% | -4.1% |
| 3M | -1.6% | +7.1% | -8.8% | -2.6% |
| 6M | +9.5% | -21.6% | +31.1% | +11.7% |
| YTD | +21.7% | -6.7% | +28.5% | +20.2% |
| 1Y | +37.1% | +59.3% | -22.1% | +26.9% |
| 3Y | +165.2% | +182.1% | -16.9% | +128.4% |
| 5Y | +110.3% | +162.6% | -52.3% | +80.9% |
| 10Y | +341.0% | +203.0% | +138.0% | +267.5% |
| All | +1,038.8% | +120.6% | +918.2% | +813.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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