+340.5%
JCI vs PSX
+386.4%
-46.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.1% |
| 7D | +0.7% | +1.7% | -1.0% | +0.2% |
| 30D | -4.4% | +15.6% | -20.1% | -8.5% |
| 3M | +1.7% | +46.5% | -44.8% | -9.5% |
| 6M | +8.8% | +55.0% | -46.2% | -5.5% |
| YTD | +22.6% | +105.3% | -82.6% | -2.7% |
| 1Y | +36.2% | +101.6% | -65.4% | +8.2% |
| 3Y | +168.0% | +134.1% | +33.9% | +98.3% |
| 5Y | +113.5% | +368.7% | -255.2% | +20.1% |
| All | +340.5% | +386.4% | -46.0% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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