-13.1%
PEP vs JCI
+165.5%
-178.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.6% |
| 7D | -1.4% | +3.8% | -5.2% | -1.4% |
| 30D | +0.2% | -5.7% | +5.9% | +0.2% |
| 3M | -1.1% | -1.4% | +0.3% | -1.1% |
| 6M | -13.5% | +4.1% | -17.6% | -13.6% |
| YTD | -1.2% | +21.7% | -22.9% | -1.6% |
| 1Y | -1.6% | +36.1% | -37.7% | -2.2% |
| All | -13.1% | +165.5% | -178.6% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling