-21.0%
PCG vs JBL
+87.5%
-108.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.0% |
| 7D | -1.6% | -12.3% | +10.7% | -1.2% |
| 30D | +1.4% | -20.2% | +21.6% | +2.2% |
| 3M | -23.4% | -30.6% | +7.2% | -22.5% |
| 6M | -19.4% | -35.8% | +16.4% | -18.3% |
| YTD | -18.5% | +4.9% | -23.4% | -20.2% |
| 1Y | -19.5% | +11.3% | -30.8% | -21.6% |
| 3Y | -21.0% | +89.1% | -110.1% | -26.9% |
| All | -21.0% | +87.5% | -108.4% | -26.9% |
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