-75.2%
PCG vs JBL
+1,439.8%
-1,514.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.1% | +3.5% |
| 7D | +5.4% | +4.4% | +1.0% | +4.1% |
| 30D | -15.1% | -8.4% | -6.7% | -13.2% |
| 3M | -9.8% | -14.2% | +4.4% | -6.9% |
| 6M | -18.0% | +29.6% | -47.6% | -27.2% |
| YTD | -7.2% | +37.1% | -44.3% | -20.0% |
| 1Y | +2.9% | +49.5% | -46.6% | -15.1% |
| 3Y | -11.1% | +192.7% | -203.8% | -48.5% |
| 5Y | +61.8% | +411.3% | -349.6% | -32.6% |
| 10Y | -75.2% | +1,447.6% | -1,522.8% | -94.1% |
| All | -75.2% | +1,439.8% | -1,514.9% | -94.1% |
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