+125.1%
PM vs JCI
+119.7%
+5.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | -1.3% | +5.1% | -6.4% | -1.8% |
| 30D | -2.6% | -3.8% | +1.3% | -2.2% |
| 3M | +5.8% | +1.9% | +3.9% | +5.3% |
| 6M | +10.6% | +11.2% | -0.6% | +8.5% |
| YTD | +17.2% | +22.9% | -5.8% | +13.3% |
| 1Y | +17.6% | +37.4% | -19.7% | +11.8% |
| 3Y | +124.3% | +167.8% | -43.6% | +84.0% |
| 5Y | +125.1% | +115.0% | +10.0% | +88.3% |
| All | +125.1% | +119.7% | +5.4% | +88.3% |
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