+3,301.6%
PEP vs JCI
+2,274.1%
+1,027.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +4.6% | -5.9% | +10.5% | +5.3% |
| 30D | +14.0% | -10.4% | +24.4% | +15.3% |
| 3M | +5.4% | -6.1% | +11.5% | +5.8% |
| 6M | -5.1% | +1.7% | -6.9% | -6.1% |
| YTD | +3.1% | +18.9% | -15.8% | -0.2% |
| 1Y | +4.8% | +16.1% | -11.3% | +1.7% |
| 3Y | -4.1% | +187.8% | -191.9% | -18.8% |
| 5Y | +3.0% | +103.2% | -100.2% | -9.4% |
| 10Y | +89.6% | +288.2% | -198.6% | +50.3% |
| All | +3,301.6% | +2,274.1% | +1,027.5% | +1,365.5% |
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 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