+763.1%
PM vs JCI
+1,087.9%
-324.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.5% |
| 7D | -4.9% | +3.8% | -8.7% | -5.9% |
| 30D | -3.4% | -5.7% | +2.3% | -1.9% |
| 3M | +5.2% | -1.4% | +6.6% | +4.8% |
| 6M | +3.7% | +4.1% | -0.4% | +1.3% |
| YTD | +15.8% | +21.7% | -6.0% | +7.7% |
| 1Y | +17.4% | +36.1% | -18.8% | +5.1% |
| 3Y | +116.9% | +154.4% | -37.5% | +54.4% |
| 5Y | +117.3% | +112.0% | +5.3% | +60.6% |
| 10Y | +193.8% | +322.2% | -128.5% | +63.4% |
| All | +763.1% | +1,087.9% | -324.8% | +236.6% |
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