+21.0%
PFE vs JCI
+35.3%
-14.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -4.3% | +4.1% | -8.3% | -4.4% |
| 30D | +2.7% | -3.8% | +6.5% | +2.8% |
| 3M | +10.0% | -1.6% | +11.6% | +10.0% |
| 6M | +7.2% | +9.5% | -2.4% | +5.4% |
| YTD | +17.3% | +21.7% | -4.4% | +13.0% |
| All | +21.0% | +35.3% | -14.3% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling