+32.9%
PFE vs JCI
+328.4%
-295.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | -2.7% | +5.1% | -7.8% | -3.7% |
| 30D | +3.8% | -3.8% | +7.7% | +4.6% |
| 3M | +10.4% | +1.9% | +8.5% | +9.4% |
| 6M | +6.3% | +11.2% | -4.9% | +2.9% |
| YTD | +17.4% | +22.9% | -5.6% | +10.7% |
| 1Y | +21.1% | +37.4% | -16.2% | +11.1% |
| 3Y | -1.6% | +167.8% | -169.4% | -25.3% |
| 5Y | -22.2% | +115.0% | -137.2% | -38.5% |
| 10Y | +32.9% | +325.3% | -292.4% | -19.1% |
| All | +32.9% | +328.4% | -295.6% | -19.1% |
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