+836.5%
PM vs JCI
+1,088.5%
-252.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.4% |
| 7D | -7.1% | +2.9% | -10.0% | -7.9% |
| 30D | -2.8% | -6.9% | +4.2% | -1.3% |
| 3M | +6.3% | -6.3% | +12.6% | +7.4% |
| 6M | +9.6% | +2.6% | +7.1% | +7.0% |
| YTD | +25.6% | +21.8% | +3.8% | +16.0% |
| 1Y | +29.7% | +19.6% | +10.0% | +20.3% |
| 3Y | +147.6% | +194.9% | -47.4% | +66.6% |
| 5Y | +160.1% | +108.1% | +52.0% | +92.3% |
| 10Y | +260.9% | +307.6% | -46.7% | +102.0% |
| All | +836.5% | +1,088.5% | -252.1% | +262.4% |
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