+32.2%
JD vs PFG
+189.4%
-157.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +0.4% | -2.2% | +2.7% | +1.1% |
| 30D | +4.2% | +6.4% | -2.1% | +1.9% |
| 3M | -12.8% | +2.2% | -15.0% | -13.8% |
| 6M | -8.8% | +16.3% | -25.0% | -14.0% |
| YTD | +0.5% | +33.2% | -32.7% | -9.9% |
| 1Y | -8.8% | +40.6% | -49.4% | -19.8% |
| 3Y | +18.6% | +83.3% | -64.8% | -6.1% |
| 5Y | -62.2% | +97.7% | -160.0% | -71.0% |
| 10Y | +32.2% | +189.9% | -157.6% | -11.7% |
| All | +32.2% | +189.4% | -157.1% | -11.7% |
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