-2.6%
JCI vs PSX
+52.3%
-54.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.0% | -2.3% |
| 7D | +3.2% | +7.8% | -4.6% | +2.9% |
| 30D | -8.6% | -10.9% | +2.3% | -9.6% |
| 3M | -7.7% | +14.5% | -22.2% | -7.4% |
| 6M | -2.6% | +56.1% | -58.7% | +4.8% |
| All | -2.6% | +52.3% | -54.8% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling