-76.0%
PCG vs JBL
+1,148.2%
-1,224.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.8% |
| 7D | +2.2% | +6.3% | -4.2% | +0.2% |
| 30D | +0.8% | -13.5% | +14.3% | +4.7% |
| 3M | -23.8% | -31.3% | +7.5% | -15.8% |
| 6M | -19.6% | -28.4% | +8.8% | -13.5% |
| YTD | -16.7% | +11.6% | -28.3% | -24.4% |
| 1Y | -19.4% | +26.1% | -45.5% | -30.2% |
| 3Y | -18.3% | +97.4% | -115.7% | -45.0% |
| 5Y | +10.4% | +301.0% | -290.6% | -50.5% |
| All | -76.0% | +1,148.2% | -1,224.2% | -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