+843.8%
PM vs JCI
+1,009.8%
-166.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.5% |
| 7D | -5.2% | -9.4% | +4.2% | -2.7% |
| 30D | +2.7% | -13.4% | +16.1% | +6.4% |
| 3M | +6.1% | -12.4% | +18.5% | +9.3% |
| 6M | +18.0% | -5.1% | +23.1% | +17.8% |
| YTD | +26.6% | +13.7% | +12.8% | +19.2% |
| 1Y | +36.7% | +11.4% | +25.3% | +29.4% |
| 3Y | +146.0% | +175.9% | -29.9% | +68.7% |
| 5Y | +164.1% | +98.4% | +65.7% | +97.7% |
| 10Y | +238.8% | +311.2% | -72.4% | +88.4% |
| All | +843.8% | +1,009.8% | -166.0% | +272.5% |
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