+114.6%
PCAR vs JD
-63.6%
+178.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | +2.1% | -4.0% | +6.1% | +2.4% |
| 30D | -1.2% | +2.7% | -3.9% | -1.5% |
| 3M | -18.6% | -13.0% | -5.6% | -17.7% |
| 6M | -5.1% | -12.7% | +7.6% | -4.2% |
| YTD | -1.8% | -0.8% | -1.0% | -2.0% |
| 1Y | +10.6% | -8.9% | +19.5% | +11.1% |
| 3Y | +34.9% | +17.0% | +17.9% | +30.2% |
| All | +114.6% | -63.6% | +178.1% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling