-20.0%
PCG vs JD
-9.4%
-10.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -2.2% | +0.4% | -2.7% | -2.3% |
| 30D | -0.5% | +4.2% | -4.7% | -0.8% |
| 3M | -24.0% | -12.8% | -11.2% | -23.7% |
| 6M | -18.6% | -8.8% | -9.8% | -18.3% |
| YTD | -17.7% | +0.5% | -18.2% | -17.9% |
| 1Y | -20.0% | -8.8% | -11.2% | -19.9% |
| All | -20.0% | -9.4% | -10.6% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling