+29.9%
PCG vs JOBY
-53.4%
+83.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.0% | +2.4% |
| 7D | +2.2% | -14.3% | +16.5% | +2.9% |
| 30D | +0.8% | +10.2% | -9.4% | +0.1% |
| 3M | -23.8% | -38.5% | +14.7% | -22.0% |
| 6M | -19.6% | -54.1% | +34.5% | -16.8% |
| YTD | -16.7% | -61.5% | +44.8% | -13.4% |
| 1Y | -19.4% | -65.7% | +46.3% | -15.7% |
| 3Y | -18.3% | -7.0% | -11.3% | -22.1% |
| 5Y | +10.4% | -44.2% | +54.6% | +4.5% |
| All | +29.9% | -53.4% | +83.3% | +29.7% |
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