-9.5%
JD vs PFG
+67.7%
-77.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.5% |
| 7D | -1.7% | +5.5% | -7.2% | -3.9% |
| 30D | -13.2% | +2.4% | -15.5% | -14.1% |
| 3M | -3.2% | +13.6% | -16.8% | -8.4% |
| 6M | +15.2% | +27.9% | -12.7% | +3.4% |
| YTD | +2.0% | +35.6% | -33.6% | -10.9% |
| 1Y | -5.4% | +48.5% | -53.8% | -20.9% |
| All | -9.5% | +67.7% | -77.2% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling