+198.8%
JNJ vs PCG
-74.9%
+273.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.9% | -2.4% |
| 7D | -0.8% | +5.4% | -6.2% | -1.1% |
| 30D | +4.3% | -15.1% | +19.4% | +5.0% |
| 3M | +16.5% | -9.8% | +26.3% | +16.9% |
| 6M | +13.1% | -18.0% | +31.2% | +14.1% |
| YTD | +32.1% | -7.2% | +39.4% | +32.3% |
| 1Y | +54.5% | +2.9% | +51.6% | +53.9% |
| 3Y | +82.5% | -11.1% | +93.6% | +82.7% |
| 5Y | +80.0% | +61.8% | +18.2% | +75.3% |
| All | +198.8% | -74.9% | +273.7% | +213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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