+98.3%
JNJ vs PCG
-21.6%
+119.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.7% |
| 7D | +1.1% | -1.6% | +2.7% | +1.3% |
| 30D | +6.9% | +1.4% | +5.5% | +6.6% |
| 3M | +8.0% | -23.4% | +31.4% | +11.4% |
| 6M | +24.3% | -19.4% | +43.7% | +27.0% |
| YTD | +35.6% | -18.5% | +54.1% | +38.4% |
| 1Y | +51.1% | -19.5% | +70.6% | +54.4% |
| 3Y | +98.3% | -21.0% | +119.3% | +100.3% |
| All | +98.3% | -21.6% | +119.9% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling