+250.9%
PM vs JCI
+298.2%
-47.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | -6.6% | -5.9% | -0.8% | -5.4% |
| 30D | -3.4% | -10.4% | +6.9% | -1.3% |
| 3M | +5.3% | -6.1% | +11.4% | +6.2% |
| 6M | +15.5% | +1.7% | +13.8% | +13.3% |
| YTD | +24.3% | +18.9% | +5.4% | +16.3% |
| 1Y | +29.7% | +16.1% | +13.6% | +22.1% |
| 3Y | +144.9% | +187.8% | -42.9% | +67.5% |
| 5Y | +159.0% | +103.2% | +55.8% | +96.4% |
| 10Y | +250.9% | +288.2% | -37.3% | +85.8% |
| All | +250.9% | +298.2% | -47.3% | +85.8% |
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 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