-8.9%
JD vs PFG
+38.8%
-47.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | +2.7% | +5.0% | -2.3% | +1.6% |
| 3M | -13.0% | +0.1% | -13.1% | -13.3% |
| 6M | -12.7% | +13.8% | -26.5% | -16.1% |
| YTD | -0.8% | +31.2% | -32.0% | -8.8% |
| 1Y | -8.9% | +37.1% | -46.0% | -16.5% |
| All | -8.9% | +38.8% | -47.7% | -16.5% |
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