-13.8%
PCG vs JBL
+181.2%
-195.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.4% |
| 7D | -13.9% | +3.0% | -16.9% | -13.9% |
| 30D | -16.9% | -8.3% | -8.6% | -16.7% |
| 3M | -14.7% | -16.9% | +2.2% | -14.3% |
| 6M | -23.8% | +21.8% | -45.6% | -25.1% |
| YTD | -10.5% | +36.3% | -46.8% | -12.7% |
| 1Y | -5.1% | +49.5% | -54.6% | -8.2% |
| All | -13.8% | +181.2% | -195.0% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling