+211.8%
PM vs JCI
+323.6%
-111.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -1.2% | +4.1% | -5.3% | -2.2% |
| 30D | -0.2% | -3.8% | +3.7% | +0.7% |
| 3M | +4.9% | -1.6% | +6.6% | +4.7% |
| 6M | +9.0% | +9.5% | -0.5% | +5.3% |
| YTD | +17.8% | +21.7% | -3.9% | +10.4% |
| 1Y | +16.8% | +37.1% | -20.3% | +5.6% |
| 3Y | +125.4% | +165.2% | -39.7% | +60.8% |
| 5Y | +128.7% | +110.3% | +18.4% | +73.2% |
| 10Y | +211.8% | +341.0% | -129.2% | +62.9% |
| All | +211.8% | +323.6% | -111.7% | +62.9% |
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