+293.5%
JCI vs PSX
+368.0%
-74.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.5% |
| 7D | +3.2% | +7.8% | -4.6% | +1.0% |
| 30D | -8.6% | -10.9% | +2.3% | -5.7% |
| 3M | -7.7% | +14.5% | -22.2% | -11.7% |
| 6M | -2.6% | +56.1% | -58.7% | -15.4% |
| YTD | +17.4% | +109.6% | -92.2% | -7.8% |
| 1Y | +16.9% | +95.5% | -78.6% | -6.3% |
| 3Y | +186.7% | +156.2% | +30.6% | +106.0% |
| 5Y | +95.4% | +310.0% | -214.6% | +15.7% |
| All | +293.5% | +368.0% | -74.5% | +89.3% |
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