+359.1%
PCAR vs JCI
+328.4%
+30.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.3% |
| 7D | 0.0% | +5.1% | -5.1% | -2.4% |
| 30D | -7.7% | -3.8% | -3.9% | -6.0% |
| 3M | +3.7% | +1.9% | +1.8% | +2.4% |
| 6M | +2.3% | +11.2% | -8.9% | -3.7% |
| YTD | +12.8% | +22.9% | -10.1% | +0.5% |
| 1Y | +27.8% | +37.4% | -9.6% | +7.1% |
| 3Y | +61.8% | +167.8% | -106.0% | -7.2% |
| 5Y | +168.2% | +115.0% | +53.2% | +68.7% |
| 10Y | +359.1% | +325.3% | +33.8% | +83.9% |
| All | +359.1% | +328.4% | +30.6% | +83.9% |
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