+8,859.6%
JNJ vs PCG
+88.9%
+8,770.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | +5.5% | -0.5% | +5.9% | +5.5% |
| 30D | +7.4% | +0.8% | +6.6% | +7.3% |
| 3M | +7.8% | -22.0% | +29.8% | +9.9% |
| 6M | +28.2% | -17.1% | +45.3% | +30.0% |
| YTD | +37.9% | -16.9% | +54.7% | +39.6% |
| 1Y | +52.4% | -19.1% | +71.4% | +54.6% |
| 3Y | +107.7% | -19.4% | +127.1% | +109.8% |
| 5Y | +96.5% | +9.0% | +87.5% | +91.9% |
| 10Y | +208.3% | -76.2% | +284.4% | +217.7% |
| All | +8,859.6% | +88.9% | +8,770.6% | +4,700.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling