+17.6%
JD vs PFG
+239.4%
-221.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.6% |
| 7D | -0.8% | +6.0% | -6.8% | -2.9% |
| 30D | -16.0% | +2.2% | -18.3% | -16.8% |
| 3M | -3.2% | +10.4% | -13.5% | -6.7% |
| 6M | +6.1% | +27.8% | -21.7% | -3.1% |
| YTD | -0.1% | +33.6% | -33.8% | -10.2% |
| 1Y | -12.7% | +49.3% | -62.0% | -24.8% |
| 3Y | -6.3% | +69.7% | -76.0% | -23.5% |
| 5Y | -61.3% | +111.3% | -172.7% | -70.7% |
| 10Y | +17.6% | +240.3% | -222.7% | -22.7% |
| All | +17.6% | +239.4% | -221.8% | -22.7% |
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