+87.3%
PCG vs JCI
+2,171.6%
-2,084.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.4% |
| 7D | -1.6% | -9.4% | +7.8% | -0.1% |
| 30D | +1.4% | -13.4% | +14.8% | +3.6% |
| 3M | -23.4% | -12.4% | -11.0% | -21.9% |
| 6M | -19.4% | -5.1% | -14.2% | -19.1% |
| YTD | -18.5% | +13.7% | -32.2% | -20.6% |
| 1Y | -19.5% | +11.4% | -30.9% | -21.4% |
| 3Y | -21.0% | +175.9% | -196.9% | -33.6% |
| 5Y | +13.7% | +98.4% | -84.7% | -0.2% |
| 10Y | -77.2% | +311.2% | -388.3% | -82.0% |
| All | +87.3% | +2,171.6% | -2,084.3% | +7.4% |
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