+293.0%
PCAR vs JCI
+303.0%
-10.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.1% | +1.4% |
| 7D | +2.9% | -3.4% | +6.3% | +4.2% |
| 30D | -2.1% | -10.1% | +8.0% | +2.0% |
| 3M | -20.4% | -6.8% | -13.6% | -18.8% |
| 6M | -7.0% | +2.0% | -9.0% | -9.8% |
| YTD | -2.6% | +19.2% | -21.8% | -13.3% |
| 1Y | +9.8% | +16.7% | -7.0% | -1.3% |
| 3Y | +37.3% | +194.3% | -157.1% | -26.7% |
| 5Y | +116.4% | +103.0% | +13.4% | +38.0% |
| 10Y | +293.0% | +301.7% | -8.8% | +55.7% |
| All | +293.0% | +303.0% | -10.1% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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