+10.2%
PCG vs JD
-58.0%
+68.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.5% |
| 7D | -1.1% | +7.9% | -9.0% | -1.7% |
| 30D | +0.1% | +4.8% | -4.7% | -0.4% |
| 3M | -24.4% | -13.9% | -10.5% | -23.6% |
| 6M | -17.7% | -5.8% | -11.8% | -17.4% |
| YTD | -17.4% | +2.4% | -19.8% | -17.9% |
| 1Y | -19.4% | -7.5% | -11.8% | -19.1% |
| 3Y | -18.6% | +20.9% | -39.5% | -21.6% |
| 5Y | +10.2% | -58.0% | +68.3% | +12.2% |
| All | +10.2% | -58.0% | +68.2% | +12.2% |
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