+105.7%
PCG vs JCI
+2,331.5%
-2,225.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.1% |
| 7D | -13.9% | +3.8% | -17.7% | -14.3% |
| 30D | -16.9% | -5.7% | -11.2% | -16.1% |
| 3M | -14.7% | -1.4% | -13.3% | -14.7% |
| 6M | -23.8% | +4.1% | -28.0% | -24.6% |
| YTD | -10.5% | +21.7% | -32.2% | -13.6% |
| 1Y | -5.1% | +36.1% | -41.2% | -10.1% |
| 3Y | -11.6% | +154.4% | -166.0% | -24.7% |
| 5Y | +59.0% | +112.0% | -53.0% | +38.3% |
| 10Y | -75.7% | +322.2% | -398.0% | -81.0% |
| All | +105.7% | +2,331.5% | -2,225.8% | +16.9% |
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