-61.3%
JD vs PFGC
+111.4%
-172.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | -1.7% | -2.2% | +0.5% | -0.8% |
| 30D | -13.2% | -11.9% | -1.2% | -8.8% |
| 3M | -3.2% | +5.0% | -8.2% | -5.7% |
| 6M | +15.2% | +8.6% | +6.6% | +10.4% |
| YTD | +2.0% | +9.7% | -7.7% | -3.5% |
| 1Y | -5.4% | -6.3% | +0.9% | -4.5% |
| 3Y | -9.1% | +58.2% | -67.3% | -31.0% |
| All | -61.3% | +111.4% | -172.6% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling