+27.5%
JD vs PFGC
+465.8%
-438.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.0% |
| 7D | +13.4% | +8.5% | +4.8% | +11.6% |
| 30D | +7.7% | +15.0% | -7.3% | +4.9% |
| 3M | -11.3% | -6.2% | -5.1% | -10.5% |
| 6M | -5.1% | +15.7% | -20.9% | -8.0% |
| YTD | +5.0% | +19.6% | -14.5% | +1.0% |
| 1Y | -5.6% | +13.2% | -18.8% | -8.5% |
| 3Y | +17.8% | +77.0% | -59.2% | +4.6% |
| 5Y | -57.2% | +121.5% | -178.6% | -63.4% |
| 10Y | +34.8% | +354.5% | -319.8% | +0.8% |
| All | +27.5% | +465.8% | -438.3% | -18.4% |
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