+37.3%
PCAR vs JD
+18.5%
+18.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +3.9% |
| 7D | +2.9% | +7.9% | -5.0% | +2.2% |
| 30D | -2.1% | +4.8% | -6.9% | -2.6% |
| 3M | -20.4% | -13.9% | -6.4% | -19.4% |
| 6M | -7.0% | -5.8% | -1.2% | -6.7% |
| YTD | -2.6% | +2.4% | -5.1% | -3.2% |
| 1Y | +9.8% | -7.5% | +17.3% | +10.1% |
| 3Y | +37.3% | +20.9% | +16.4% | +30.8% |
| All | +37.3% | +18.5% | +18.7% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling