+32.3%
JD vs PFGC
+346.1%
-313.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -4.0% | +0.3% | -4.3% | -4.1% |
| 30D | +2.7% | +16.1% | -13.5% | -0.1% |
| 3M | -13.0% | +2.4% | -15.4% | -13.6% |
| 6M | -12.7% | +15.7% | -28.4% | -15.3% |
| YTD | -0.8% | +22.3% | -23.1% | -4.9% |
| 1Y | -8.9% | +13.9% | -22.8% | -11.6% |
| 3Y | +17.0% | +80.3% | -63.3% | +4.0% |
| 5Y | -63.5% | +136.1% | -199.6% | -68.9% |
| All | +32.3% | +346.1% | -313.8% | +8.6% |
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