+3,899.5%
PG vs JCI
+2,331.2%
+1,568.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -3.4% | +4.1% | -7.5% | -3.9% |
| 30D | -2.6% | -3.8% | +1.2% | -2.2% |
| 3M | -3.3% | -1.6% | -1.7% | -3.4% |
| 6M | -6.7% | +9.5% | -16.2% | -8.1% |
| YTD | +1.7% | +21.7% | -20.0% | -1.2% |
| 1Y | -7.9% | +37.1% | -45.1% | -12.0% |
| 3Y | +0.9% | +165.2% | -164.2% | -12.2% |
| 5Y | +12.6% | +110.3% | -97.7% | +0.1% |
| 10Y | +117.2% | +341.0% | -223.8% | +73.2% |
| All | +3,899.5% | +2,331.2% | +1,568.3% | +1,658.1% |
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 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