+8,682.5%
JNJ vs PCG
+103.4%
+8,579.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.6% | -1.4% |
| 7D | +2.7% | -13.9% | +16.5% | +3.9% |
| 30D | +7.4% | -16.9% | +24.2% | +8.9% |
| 3M | +21.2% | -14.7% | +36.0% | +22.6% |
| 6M | +13.4% | -23.8% | +37.2% | +15.9% |
| YTD | +35.1% | -10.5% | +45.6% | +36.0% |
| 1Y | +57.4% | -5.1% | +62.5% | +57.4% |
| 3Y | +86.8% | -11.6% | +98.4% | +87.1% |
| 5Y | +80.8% | +59.0% | +21.8% | +70.4% |
| 10Y | +202.7% | -75.7% | +278.5% | +212.6% |
| All | +8,682.5% | +103.4% | +8,579.1% | +4,575.9% |
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