+34.4%
JD vs PFG
+184.0%
-149.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -4.1% | +2.4% | -6.5% | -5.0% |
| 30D | +4.6% | +5.9% | -1.3% | +2.4% |
| 3M | -4.7% | -0.4% | -4.3% | -5.0% |
| 6M | -17.4% | +14.8% | -32.2% | -21.8% |
| YTD | +0.7% | +31.9% | -31.2% | -9.4% |
| 1Y | -5.9% | +38.8% | -44.7% | -16.9% |
| 3Y | +18.9% | +82.4% | -63.5% | -5.7% |
| 5Y | -62.9% | +94.7% | -157.6% | -71.4% |
| All | +34.4% | +184.0% | -149.6% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling