+51.4%
PYPL vs JCI
+423.7%
-372.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.9% |
| 7D | +2.7% | +3.8% | -1.2% | +0.9% |
| 30D | -4.9% | -5.7% | +0.8% | -2.4% |
| 3M | +28.9% | -1.4% | +30.3% | +28.5% |
| 6M | +18.2% | +4.1% | +14.1% | +13.6% |
| YTD | -5.0% | +21.7% | -26.8% | -16.3% |
| 1Y | -18.8% | +36.1% | -55.0% | -32.7% |
| 3Y | -12.6% | +154.4% | -167.0% | -47.7% |
| 5Y | -80.8% | +112.0% | -192.8% | -87.8% |
| 10Y | +49.9% | +322.2% | -272.3% | -34.7% |
| All | +51.4% | +423.7% | -372.3% | -36.8% |
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