+7.0%
PCG vs JD
-63.6%
+70.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -2.0% | -4.0% | +2.1% | -1.6% |
| 30D | -2.7% | +2.7% | -5.4% | -3.0% |
| 3M | -25.1% | -13.0% | -12.0% | -24.2% |
| 6M | -22.3% | -12.7% | -9.6% | -21.6% |
| YTD | -18.5% | -0.8% | -17.7% | -18.7% |
| 1Y | -21.8% | -8.9% | -12.9% | -21.5% |
| 3Y | -21.0% | +17.0% | -38.1% | -23.8% |
| All | +7.0% | -63.6% | +70.6% | +9.1% |
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