+16.5%
JD vs PNC
+279.5%
-263.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -4.2% | -0.6% | -3.7% | -4.1% |
| 30D | -14.4% | -4.4% | -10.0% | -13.1% |
| 3M | -3.6% | +5.2% | -8.8% | -5.5% |
| 6M | -0.3% | +20.6% | -20.9% | -7.1% |
| YTD | -2.4% | +19.8% | -22.1% | -9.1% |
| 1Y | -18.5% | +24.4% | -43.0% | -25.3% |
| 3Y | -7.0% | +131.2% | -138.3% | -33.1% |
| 5Y | -61.7% | +53.1% | -114.8% | -68.5% |
| All | +16.5% | +279.5% | -263.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 10y: compounded portfolio wealth divided by compounded PNC 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…
10y analysis · Full analysis span regression · 6 months rolling