-0.6%
PEP vs JCI
+36.6%
-37.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -1.7% | +4.1% | -5.8% | -1.4% |
| 30D | +0.3% | -3.8% | +4.1% | 0.0% |
| 3M | -3.2% | -1.6% | -1.6% | -3.1% |
| 6M | -13.6% | +9.5% | -23.1% | -13.5% |
| YTD | -1.9% | +21.7% | -23.6% | -1.3% |
| 1Y | -0.6% | +37.1% | -37.8% | +2.7% |
| All | -0.6% | +36.6% | -37.2% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling