+67.6%
PCAR vs JCI
+165.5%
-97.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.6% |
| 7D | -0.5% | +3.8% | -4.3% | -2.0% |
| 30D | -6.2% | -5.7% | -0.6% | -4.1% |
| 3M | +5.9% | -1.4% | +7.3% | +6.2% |
| 6M | +0.4% | +4.1% | -3.7% | -1.7% |
| YTD | +14.8% | +21.7% | -6.9% | +5.6% |
| 1Y | +30.1% | +36.1% | -6.0% | +14.0% |
| All | +67.6% | +165.5% | -97.9% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling