+272.5%
PM vs JCI
+291.9%
-19.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.7% |
| 7D | +0.5% | +3.2% | -2.6% | -0.3% |
| 30D | -3.2% | -8.6% | +5.4% | -1.5% |
| 3M | +6.2% | -7.7% | +14.0% | +7.5% |
| 6M | +7.7% | -2.6% | +10.2% | +6.7% |
| YTD | +27.3% | +17.4% | +9.9% | +19.5% |
| 1Y | +32.8% | +16.9% | +15.9% | +24.7% |
| 3Y | +150.0% | +186.7% | -36.7% | +71.0% |
| 5Y | +164.2% | +95.4% | +68.9% | +103.2% |
| All | +272.5% | +291.9% | -19.4% | +95.8% |
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