+411.1%
PWR vs JCI
+96.3%
+314.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +1.0% |
| 7D | +11.3% | +3.2% | +8.1% | +9.0% |
| 30D | -8.9% | -8.6% | -0.3% | -2.0% |
| 3M | -10.5% | -7.7% | -2.8% | -4.2% |
| 6M | -22.2% | -2.6% | -19.6% | -19.5% |
| YTD | +42.7% | +17.4% | +25.4% | +30.8% |
| 1Y | +41.1% | +16.9% | +24.2% | +29.7% |
| 3Y | +242.7% | +186.7% | +56.0% | +78.9% |
| All | +411.1% | +96.3% | +314.8% | +256.9% |
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 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