-19.1%
PCG vs JBL
+14.3%
-33.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | -0.5% | -8.1% | +7.6% | -0.7% |
| 30D | +0.8% | -18.4% | +19.2% | +0.2% |
| 3M | -22.0% | -25.8% | +3.7% | -22.7% |
| 6M | -17.1% | -29.6% | +12.5% | -18.1% |
| YTD | -16.9% | +9.6% | -26.5% | -17.7% |
| 1Y | -19.1% | +14.1% | -33.1% | -20.3% |
| All | -19.1% | +14.3% | -33.4% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling