+80.0%
JNJ vs PCG
+61.3%
+18.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.9% | -2.7% |
| 7D | -0.8% | +5.4% | -6.2% | -1.5% |
| 30D | +4.3% | -15.1% | +19.4% | +6.2% |
| 3M | +16.5% | -9.8% | +26.3% | +17.5% |
| 6M | +13.1% | -18.0% | +31.2% | +15.6% |
| YTD | +32.1% | -7.2% | +39.4% | +32.6% |
| 1Y | +54.5% | +2.9% | +51.6% | +52.5% |
| 3Y | +82.5% | -11.1% | +93.6% | +82.6% |
| 5Y | +80.0% | +61.8% | +18.2% | +71.1% |
| All | +80.0% | +61.3% | +18.7% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling