-76.0%
PCG vs JD
+31.5%
-107.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.6% | +2.0% |
| 7D | +2.2% | -4.1% | +6.3% | +2.6% |
| 30D | +0.8% | +4.6% | -3.8% | +0.2% |
| 3M | -23.8% | -4.7% | -19.1% | -23.4% |
| 6M | -19.6% | -17.4% | -2.3% | -18.2% |
| YTD | -16.7% | +0.7% | -17.4% | -17.1% |
| 1Y | -19.4% | -5.9% | -13.5% | -19.2% |
| 3Y | -18.3% | +18.9% | -37.2% | -22.2% |
| 5Y | +10.4% | -62.9% | +73.4% | +16.4% |
| All | -76.0% | +31.5% | -107.5% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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