+285.6%
PCAR vs JD
+33.2%
+252.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +3.8% | +5.2% | -1.4% | +3.1% |
| 30D | -2.0% | +4.5% | -6.5% | -2.5% |
| 3M | -19.1% | -15.4% | -3.7% | -17.5% |
| 6M | -6.8% | -6.0% | -0.8% | -6.4% |
| YTD | -2.5% | +2.2% | -4.6% | -3.2% |
| 1Y | +9.7% | -6.7% | +16.3% | +10.0% |
| 3Y | +34.0% | +20.5% | +13.4% | +25.9% |
| 5Y | +113.3% | -58.4% | +171.8% | +122.4% |
| All | +285.6% | +33.2% | +252.4% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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