-63.3%
PCG vs JD
+48.3%
-111.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.6% | +2.3% |
| 7D | -13.9% | -1.7% | -12.2% | -13.7% |
| 30D | -16.9% | -13.2% | -3.7% | -15.8% |
| 3M | -14.7% | -3.2% | -11.5% | -14.6% |
| 6M | -23.8% | +15.2% | -39.0% | -25.0% |
| YTD | -10.5% | +2.0% | -12.5% | -10.9% |
| 1Y | -5.1% | -5.4% | +0.3% | -5.1% |
| 3Y | -11.6% | -9.1% | -2.5% | -12.9% |
| 5Y | +59.0% | -59.6% | +118.6% | +63.9% |
| 10Y | -75.7% | +26.2% | -102.0% | -76.9% |
| All | -63.3% | +48.3% | -111.6% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling