+32.5%
JD vs PFG
+195.4%
-162.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | +5.2% | +3.0% | +2.2% | +4.0% |
| 30D | +4.5% | +8.2% | -3.7% | +1.5% |
| 3M | -15.4% | +2.7% | -18.1% | -16.6% |
| 6M | -6.0% | +17.2% | -23.3% | -11.7% |
| YTD | +2.2% | +34.8% | -32.6% | -8.8% |
| 1Y | -6.7% | +43.6% | -50.2% | -18.6% |
| 3Y | +20.5% | +85.4% | -64.9% | -4.9% |
| 5Y | -58.4% | +102.2% | -160.6% | -68.3% |
| 10Y | +32.5% | +190.2% | -157.7% | -11.1% |
| All | +32.5% | +195.4% | -162.9% | -11.1% |
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