+291.2%
PCAR vs JD
+50.3%
+240.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.8% | -2.0% |
| 7D | +2.2% | +11.7% | -9.6% | +0.7% |
| 30D | -4.4% | +8.1% | -12.5% | -5.4% |
| 3M | -21.4% | -12.0% | -9.4% | -20.2% |
| 6M | -7.3% | -3.5% | -3.8% | -7.2% |
| YTD | -3.8% | +3.3% | -7.1% | -4.7% |
| 1Y | +6.3% | -7.4% | +13.7% | +6.8% |
| 3Y | +34.4% | +16.6% | +17.8% | +26.9% |
| 5Y | +109.2% | -57.9% | +167.1% | +117.0% |
| 10Y | +312.9% | +32.6% | +280.3% | +226.1% |
| All | +291.2% | +50.3% | +240.9% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling