+39.6%
PCG vs JOBY
-38.2%
+77.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.5% |
| 7D | -13.9% | -3.4% | -10.4% | -13.7% |
| 30D | -16.9% | -13.6% | -3.3% | -16.3% |
| 3M | -14.7% | -39.5% | +24.8% | -12.8% |
| 6M | -23.8% | -31.9% | +8.0% | -22.9% |
| YTD | -10.5% | -48.9% | +38.4% | -8.1% |
| 1Y | -5.1% | -48.5% | +43.4% | -3.2% |
| 3Y | -11.6% | -8.0% | -3.6% | -15.5% |
| 5Y | +59.0% | -33.7% | +92.7% | +49.2% |
| All | +39.6% | -38.2% | +77.8% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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