+17.6%
JD vs PFGC
+273.4%
-255.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | -0.8% | -2.4% | +1.6% | -0.4% |
| 30D | -16.0% | -15.8% | -0.3% | -13.5% |
| 3M | -3.2% | -0.6% | -2.6% | -3.2% |
| 6M | +6.1% | +10.7% | -4.6% | +4.0% |
| YTD | -0.1% | +7.6% | -7.8% | -1.9% |
| 1Y | -12.7% | -7.8% | -4.9% | -12.1% |
| 3Y | -6.3% | +63.7% | -70.0% | -15.2% |
| 5Y | -61.3% | +112.3% | -173.6% | -66.4% |
| 10Y | +17.6% | +286.7% | -269.1% | -3.1% |
| All | +17.6% | +273.4% | -255.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling