+15,068.3%
PCAR vs JCI
+2,331.5%
+12,736.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.5% |
| 7D | -0.5% | +3.8% | -4.3% | -1.7% |
| 30D | -6.2% | -5.7% | -0.6% | -4.5% |
| 3M | +5.9% | -1.4% | +7.3% | +6.2% |
| 6M | +0.4% | +4.1% | -3.7% | -1.2% |
| YTD | +14.8% | +21.7% | -6.9% | +7.0% |
| 1Y | +30.1% | +36.1% | -6.0% | +16.7% |
| 3Y | +66.7% | +154.4% | -87.8% | +20.3% |
| 5Y | +166.1% | +112.0% | +54.1% | +101.7% |
| 10Y | +353.7% | +322.2% | +31.4% | +172.4% |
| All | +15,068.3% | +2,331.5% | +12,736.8% | +3,986.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling