-76.2%
PCG vs JBL
+1,127.6%
-1,203.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | -0.5% | -8.1% | +7.6% | +1.8% |
| 30D | +0.8% | -18.4% | +19.2% | +6.6% |
| 3M | -22.0% | -25.8% | +3.7% | -15.9% |
| 6M | -17.1% | -29.6% | +12.5% | -10.4% |
| YTD | -16.9% | +9.6% | -26.5% | -24.1% |
| 1Y | -19.1% | +14.1% | -33.1% | -27.5% |
| 3Y | -19.4% | +95.9% | -115.3% | -45.7% |
| 5Y | +9.0% | +298.3% | -289.3% | -51.2% |
| 10Y | -76.2% | +1,150.1% | -1,226.2% | -93.9% |
| All | -76.2% | +1,127.6% | -1,203.8% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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