-20.7%
PFE vs JCI
+113.2%
-133.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.5% |
| 7D | +1.8% | +3.8% | -2.1% | +1.2% |
| 30D | +10.2% | -5.7% | +15.9% | +11.0% |
| 3M | +12.7% | -1.4% | +14.1% | +12.6% |
| 6M | +10.5% | +4.1% | +6.4% | +9.3% |
| YTD | +20.2% | +21.7% | -1.6% | +15.7% |
| 1Y | +24.1% | +36.1% | -12.1% | +17.1% |
| 3Y | -3.6% | +154.4% | -158.0% | -19.5% |
| All | -20.7% | +113.2% | -133.9% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling