-65.9%
PCG vs JD
+50.3%
-116.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.6% |
| 7D | 0.0% | +11.7% | -11.7% | -1.0% |
| 30D | +5.8% | +8.1% | -2.2% | +5.1% |
| 3M | -22.8% | -12.0% | -10.8% | -21.9% |
| 6M | -18.4% | -3.5% | -14.9% | -18.3% |
| YTD | -16.9% | +3.3% | -20.2% | -17.4% |
| 1Y | -17.6% | -7.4% | -10.2% | -17.3% |
| 3Y | -20.0% | +16.6% | -36.6% | -23.0% |
| 5Y | +16.0% | -57.9% | +73.9% | +19.2% |
| 10Y | -76.7% | +32.6% | -109.3% | -77.9% |
| All | -65.9% | +50.3% | -116.2% | -67.8% |
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