+14.1%
PCG vs JD
-58.0%
+72.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -1.6% | +13.4% | -15.0% | -2.6% |
| 30D | +1.4% | +7.7% | -6.3% | +0.8% |
| 3M | -23.4% | -11.3% | -12.1% | -22.7% |
| 6M | -19.4% | -5.1% | -14.2% | -19.2% |
| YTD | -18.5% | +5.0% | -23.5% | -19.1% |
| 1Y | -19.5% | -5.6% | -13.9% | -19.4% |
| 3Y | -21.0% | +17.8% | -38.8% | -23.7% |
| All | +14.1% | -58.0% | +72.1% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling