+95.0%
JCI vs PSX
+306.7%
-211.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.4% |
| 7D | +3.2% | +7.8% | -4.6% | +1.7% |
| 30D | -8.6% | -10.9% | +2.3% | -6.7% |
| 3M | -7.7% | +14.5% | -22.2% | -10.5% |
| 6M | -2.6% | +56.1% | -58.7% | -11.7% |
| YTD | +17.4% | +109.6% | -92.2% | -1.2% |
| 1Y | +16.9% | +95.5% | -78.6% | -0.2% |
| 3Y | +186.7% | +156.2% | +30.6% | +125.4% |
| All | +95.0% | +306.7% | -211.6% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling