-21.0%
PCG vs JD
+16.8%
-37.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -1.6% | +13.4% | -15.0% | -2.5% |
| 30D | +1.4% | +7.7% | -6.3% | +0.8% |
| 3M | -23.4% | -11.3% | -12.1% | -22.8% |
| 6M | -19.4% | -5.1% | -14.2% | -19.2% |
| YTD | -18.5% | +5.0% | -23.5% | -19.0% |
| 1Y | -19.5% | -5.6% | -13.9% | -19.4% |
| 3Y | -21.0% | +17.8% | -38.8% | -21.0% |
| All | -21.0% | +16.8% | -37.8% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling