+4.6%
PCG vs JBL
+34,277.3%
-34,272.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -0.5% | -8.1% | +7.6% | +0.3% |
| 30D | +0.8% | -18.4% | +19.2% | +2.5% |
| 3M | -22.0% | -25.8% | +3.7% | -20.2% |
| 6M | -17.1% | -29.6% | +12.5% | -15.0% |
| YTD | -16.9% | +9.6% | -26.5% | -18.6% |
| 1Y | -19.1% | +14.1% | -33.1% | -21.1% |
| 3Y | -19.4% | +95.9% | -115.3% | -26.5% |
| 5Y | +9.0% | +298.3% | -289.3% | -7.7% |
| 10Y | -76.2% | +1,150.1% | -1,226.2% | -81.6% |
| All | +4.6% | +34,277.3% | -34,272.7% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling