+17.8%
JD vs PFGC
+77.4%
-59.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.0% |
| 7D | +13.4% | +8.5% | +4.8% | +11.4% |
| 30D | +7.7% | +15.0% | -7.3% | +4.7% |
| 3M | -11.3% | -6.2% | -5.1% | -10.4% |
| 6M | -5.1% | +15.7% | -20.9% | -8.4% |
| YTD | +5.0% | +19.6% | -14.5% | +0.2% |
| 1Y | -5.6% | +13.2% | -18.8% | -9.1% |
| 3Y | +17.8% | +77.0% | -59.2% | -3.8% |
| All | +17.8% | +77.4% | -59.6% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling