+813.5%
JNJ vs PFG
+1,015.3%
-201.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | +2.7% | +5.5% | -2.8% | +1.8% |
| 30D | +7.4% | +2.4% | +5.0% | +6.9% |
| 3M | +21.2% | +13.6% | +7.6% | +18.6% |
| 6M | +13.4% | +27.9% | -14.5% | +8.8% |
| YTD | +35.1% | +35.6% | -0.4% | +28.2% |
| 1Y | +57.4% | +48.5% | +9.0% | +47.0% |
| 3Y | +86.8% | +66.9% | +19.9% | +69.6% |
| 5Y | +80.8% | +111.0% | -30.2% | +56.0% |
| 10Y | +202.7% | +244.5% | -41.8% | +131.3% |
| All | +813.5% | +1,015.3% | -201.8% | +374.3% |
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 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