-13.8%
PCG vs JCI
+165.5%
-179.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.0% |
| 7D | -13.9% | +3.8% | -17.7% | -14.5% |
| 30D | -16.9% | -5.7% | -11.2% | -15.9% |
| 3M | -14.7% | -1.4% | -13.3% | -14.8% |
| 6M | -23.8% | +4.1% | -28.0% | -25.0% |
| YTD | -10.5% | +21.7% | -32.2% | -15.3% |
| 1Y | -5.1% | +36.1% | -41.2% | -12.9% |
| All | -13.8% | +165.5% | -179.3% | -34.3% |
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