+23.8%
JD vs PFGC
+419.1%
-395.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -1.7% | -2.2% | +0.5% | -1.3% |
| 30D | -13.2% | -11.9% | -1.2% | -11.2% |
| 3M | -3.2% | +5.0% | -8.2% | -4.2% |
| 6M | +15.2% | +8.6% | +6.6% | +13.2% |
| YTD | +2.0% | +9.7% | -7.7% | -0.2% |
| 1Y | -5.4% | -6.3% | +0.9% | -4.9% |
| 3Y | -9.1% | +58.2% | -67.3% | -17.5% |
| 5Y | -59.6% | +110.4% | -170.0% | -65.1% |
| 10Y | +26.2% | +272.8% | -246.5% | -1.1% |
| All | +23.8% | +419.1% | -395.3% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling