-60.6%
JD vs PFG
+111.7%
-172.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.4% |
| 7D | -0.8% | +6.0% | -6.8% | -3.7% |
| 30D | -16.0% | +2.2% | -18.3% | -17.1% |
| 3M | -3.2% | +10.4% | -13.5% | -8.1% |
| 6M | +6.1% | +27.8% | -21.7% | -6.5% |
| YTD | -0.1% | +33.6% | -33.8% | -14.2% |
| 1Y | -12.7% | +49.3% | -62.0% | -29.4% |
| 3Y | -6.3% | +69.7% | -76.0% | -31.2% |
| All | -60.6% | +111.7% | -172.3% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling