+28.9%
JD vs PFG
+203.0%
-174.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | -3.9% |
| 7D | +7.9% | +2.3% | +5.6% | +6.9% |
| 30D | +4.8% | +7.6% | -2.8% | +2.0% |
| 3M | -13.9% | +2.5% | -16.5% | -15.0% |
| 6M | -5.8% | +16.6% | -22.4% | -11.3% |
| YTD | +2.4% | +34.1% | -31.6% | -8.3% |
| 1Y | -7.5% | +44.1% | -51.6% | -19.4% |
| 3Y | +20.9% | +86.3% | -65.4% | -4.7% |
| 5Y | -58.0% | +101.6% | -159.6% | -67.9% |
| 10Y | +28.9% | +197.9% | -169.0% | -11.6% |
| All | +28.9% | +203.0% | -174.1% | -11.6% |
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