-57.1%
JD vs PFG
+91.4%
-148.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.4% |
| 7D | +13.4% | -0.6% | +14.0% | +13.5% |
| 30D | +7.7% | +2.0% | +5.7% | +6.5% |
| 3M | -11.3% | -3.2% | -8.1% | -10.5% |
| 6M | -5.1% | +10.9% | -16.1% | -10.6% |
| YTD | +5.0% | +28.8% | -23.8% | -8.4% |
| 1Y | -5.6% | +39.2% | -44.8% | -21.0% |
| 3Y | +17.8% | +75.0% | -57.3% | -15.2% |
| All | -57.1% | +91.4% | -148.5% | -72.1% |
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