-76.7%
PCG vs JCI
+303.0%
-379.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.8% | -3.5% | -0.6% |
| 7D | -1.1% | -3.4% | +2.4% | 0.0% |
| 30D | +0.1% | -10.1% | +10.2% | +3.9% |
| 3M | -24.4% | -6.8% | -17.6% | -22.8% |
| 6M | -17.7% | +2.0% | -19.6% | -19.8% |
| YTD | -17.4% | +19.2% | -36.6% | -25.3% |
| 1Y | -19.4% | +16.7% | -36.1% | -26.5% |
| 3Y | -18.6% | +194.3% | -212.9% | -53.8% |
| 5Y | +10.2% | +103.0% | -92.8% | -26.8% |
| 10Y | -76.7% | +301.7% | -378.4% | -90.5% |
| All | -76.7% | +303.0% | -379.7% | -90.5% |
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