-77.6%
PCG vs JD
+31.9%
-109.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -1.6% | +13.4% | -15.0% | -2.9% |
| 30D | +1.4% | +7.7% | -6.3% | +0.6% |
| 3M | -23.4% | -11.3% | -12.1% | -22.5% |
| 6M | -19.4% | -5.1% | -14.2% | -19.1% |
| YTD | -18.5% | +5.0% | -23.5% | -19.3% |
| 1Y | -19.5% | -5.6% | -13.9% | -19.4% |
| 3Y | -21.0% | +17.8% | -38.8% | -24.6% |
| 5Y | +13.7% | -57.2% | +70.9% | +17.7% |
| All | -77.6% | +31.9% | -109.6% | -79.8% |
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