+3,159.9%
PEP vs JCI
+2,331.5%
+828.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -1.4% | +3.8% | -5.2% | -1.9% |
| 30D | +0.2% | -5.7% | +5.9% | +0.9% |
| 3M | -1.1% | -1.4% | +0.3% | -1.2% |
| 6M | -13.5% | +4.1% | -17.6% | -14.4% |
| YTD | -1.2% | +21.7% | -22.9% | -4.3% |
| 1Y | -1.6% | +36.1% | -37.7% | -6.2% |
| 3Y | -12.5% | +154.4% | -167.0% | -24.4% |
| 5Y | +3.0% | +112.0% | -109.0% | -9.5% |
| 10Y | +73.9% | +322.2% | -248.3% | +36.9% |
| All | +3,159.9% | +2,331.5% | +828.4% | +1,305.3% |
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 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