-6.7%
JD vs PFG
+44.5%
-51.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | +5.2% | +3.0% | +2.2% | +4.6% |
| 30D | +4.5% | +8.2% | -3.7% | +2.9% |
| 3M | -15.4% | +2.7% | -18.1% | -16.0% |
| 6M | -6.0% | +17.2% | -23.3% | -10.1% |
| YTD | +2.2% | +34.8% | -32.6% | -6.4% |
| 1Y | -6.7% | +43.6% | -50.2% | -14.7% |
| All | -6.7% | +44.5% | -51.1% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling