+82.7%
JNJ vs PFG
+109.8%
-27.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -3.0% | +3.2% | -6.2% | -3.4% |
| 30D | +2.5% | +0.9% | +1.6% | +2.4% |
| 3M | +13.2% | +7.7% | +5.5% | +12.0% |
| 6M | +11.3% | +29.0% | -17.7% | +7.4% |
| YTD | +31.1% | +32.5% | -1.3% | +25.9% |
| 1Y | +54.3% | +47.3% | +7.0% | +45.9% |
| 3Y | +81.1% | +68.2% | +12.9% | +66.7% |
| 5Y | +82.7% | +108.5% | -25.8% | +62.5% |
| All | +82.7% | +109.8% | -27.1% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling