+166.0%
JCI vs PSX
+134.3%
+31.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +4.1% | +1.8% | +2.2% | +3.7% |
| 30D | -3.8% | +21.6% | -25.5% | -7.8% |
| 3M | -1.6% | +46.5% | -48.1% | -9.6% |
| 6M | +9.5% | +62.0% | -52.5% | -2.4% |
| YTD | +21.7% | +106.3% | -84.6% | +1.1% |
| 1Y | +37.1% | +103.0% | -65.8% | +13.7% |
| All | +166.0% | +134.3% | +31.8% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling