+193.4%
JNJ vs PFG
+247.4%
-54.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -4.3% | -3.0% | -1.3% | -3.8% |
| 30D | +3.0% | +2.5% | +0.5% | +2.5% |
| 3M | +12.2% | +6.1% | +6.2% | +10.8% |
| 6M | +10.5% | +31.3% | -20.8% | +4.6% |
| YTD | +30.8% | +33.6% | -2.8% | +23.2% |
| 1Y | +54.9% | +48.5% | +6.4% | +42.7% |
| 3Y | +80.7% | +69.6% | +11.0% | +60.1% |
| 5Y | +83.4% | +111.5% | -28.0% | +52.2% |
| All | +193.4% | +247.4% | -54.1% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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