+4.4%
PEP vs JCI
+14.5%
-10.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.0% |
| 7D | +2.9% | +3.2% | -0.3% | +3.3% |
| 30D | +12.5% | -8.6% | +21.1% | +11.5% |
| 3M | +4.5% | -7.7% | +12.3% | +3.7% |
| 6M | -0.5% | -2.6% | +2.1% | -1.1% |
| YTD | +4.4% | +17.4% | -12.9% | +2.6% |
| 1Y | +4.4% | +16.9% | -12.6% | +2.5% |
| All | +4.4% | +14.5% | -10.2% | +2.5% |
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