+366.8%
PCAR vs JD
+48.3%
+318.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -0.5% | -1.7% | +1.2% | -0.3% |
| 30D | -6.2% | -13.2% | +6.9% | -4.6% |
| 3M | +5.9% | -3.2% | +9.1% | +6.2% |
| 6M | +0.4% | +15.2% | -14.8% | -1.8% |
| YTD | +14.8% | +2.0% | +12.8% | +14.0% |
| 1Y | +30.1% | -5.4% | +35.5% | +30.2% |
| 3Y | +66.7% | -9.1% | +75.8% | +62.7% |
| 5Y | +166.1% | -59.6% | +225.7% | +177.5% |
| 10Y | +353.7% | +26.2% | +327.4% | +260.8% |
| All | +366.8% | +48.3% | +318.5% | +256.7% |
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