+451.9%
PWR vs JCI
+111.9%
+340.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.2% |
| 7D | +2.7% | +4.1% | -1.4% | -0.1% |
| 30D | -5.1% | -3.8% | -1.3% | -2.5% |
| 3M | -9.4% | -1.6% | -7.7% | -8.0% |
| 6M | +10.4% | +9.5% | +0.9% | +4.6% |
| YTD | +48.6% | +21.7% | +26.9% | +31.3% |
| 1Y | +68.0% | +37.1% | +30.9% | +37.5% |
| 3Y | +204.7% | +165.2% | +39.6% | +64.7% |
| 5Y | +451.9% | +110.3% | +341.6% | +250.5% |
| All | +451.9% | +111.9% | +340.0% | +250.5% |
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 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