+9.3%
PCG vs JCI
+96.3%
-86.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +2.8% |
| 7D | +2.2% | +3.2% | -1.0% | +1.2% |
| 30D | +0.8% | -8.6% | +9.4% | +2.9% |
| 3M | -23.8% | -7.7% | -16.1% | -22.4% |
| 6M | -19.6% | -2.6% | -17.1% | -19.9% |
| YTD | -16.7% | +17.4% | -34.1% | -22.0% |
| 1Y | -19.4% | +16.9% | -36.3% | -24.5% |
| 3Y | -18.3% | +186.7% | -205.1% | -45.4% |
| All | +9.3% | +96.3% | -86.9% | -20.7% |
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