+172.3%
PCAR vs JCI
+113.2%
+59.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.7% |
| 7D | -0.5% | +3.8% | -4.3% | -2.2% |
| 30D | -6.2% | -5.7% | -0.6% | -3.9% |
| 3M | +5.9% | -1.4% | +7.3% | +6.3% |
| 6M | +0.4% | +4.1% | -3.7% | -1.9% |
| YTD | +14.8% | +21.7% | -6.9% | +4.4% |
| 1Y | +30.1% | +36.1% | -6.0% | +12.1% |
| 3Y | +66.7% | +154.4% | -87.8% | +5.2% |
| All | +172.3% | +113.2% | +59.1% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling