+675.9%
JCI vs PSX
+1,139.4%
-463.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +3.8% | +4.5% | -0.7% | +2.5% |
| 30D | -5.7% | +26.6% | -32.3% | -12.1% |
| 3M | -1.4% | +39.3% | -40.7% | -11.0% |
| 6M | +4.1% | +56.8% | -52.7% | -9.9% |
| YTD | +21.7% | +101.8% | -80.1% | -2.7% |
| 1Y | +36.1% | +99.6% | -63.5% | +8.6% |
| 3Y | +154.4% | +140.3% | +14.1% | +87.4% |
| 5Y | +112.0% | +339.3% | -227.3% | +23.7% |
| 10Y | +322.2% | +369.9% | -47.6% | +120.1% |
| All | +675.9% | +1,139.4% | -463.5% | +215.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling