+848.4%
JNJ vs PFG
+985.4%
-137.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +3.5% | +2.4% | +1.1% | +3.0% |
| 30D | +12.5% | +5.9% | +6.7% | +11.5% |
| 3M | +9.6% | -0.4% | +10.0% | +9.6% |
| 6M | +25.3% | +14.8% | +10.5% | +22.4% |
| YTD | +40.3% | +31.9% | +8.4% | +33.7% |
| 1Y | +49.6% | +38.8% | +10.8% | +41.3% |
| 3Y | +110.8% | +82.4% | +28.4% | +88.8% |
| 5Y | +99.1% | +94.7% | +4.4% | +74.1% |
| 10Y | +216.6% | +187.0% | +29.6% | +148.8% |
| All | +848.4% | +985.4% | -137.0% | +394.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling