+32.3%
JD vs PNC
+200.7%
-168.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -4.0% | +1.9% | -5.9% | -4.7% |
| 30D | +2.7% | +6.2% | -3.6% | +0.4% |
| 3M | -13.0% | -8.7% | -4.3% | -10.5% |
| 6M | -12.7% | +9.2% | -21.9% | -15.9% |
| YTD | -0.8% | +14.3% | -15.1% | -6.4% |
| 1Y | -8.9% | +27.7% | -36.6% | -17.5% |
| 3Y | +17.0% | +113.5% | -96.5% | -13.9% |
| 5Y | -63.5% | +36.7% | -100.2% | -69.0% |
| All | +32.3% | +200.7% | -168.3% | -7.2% |
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