+49.6%
PFE vs JCI
+303.0%
-253.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.3% | -1.5% |
| 7D | -4.7% | -3.4% | -1.3% | -4.2% |
| 30D | +3.4% | -10.1% | +13.5% | +5.2% |
| 3M | +9.2% | -6.8% | +16.0% | +10.1% |
| 6M | +15.8% | +2.0% | +13.8% | +13.8% |
| YTD | +23.4% | +19.2% | +4.3% | +16.5% |
| 1Y | +25.8% | +16.7% | +9.1% | +19.3% |
| 3Y | +17.8% | +194.3% | -176.5% | -13.6% |
| 5Y | -20.2% | +103.0% | -123.2% | -36.4% |
| 10Y | +49.6% | +301.7% | -252.2% | -9.7% |
| All | +49.6% | +303.0% | -253.4% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling