+51.2%
JNJ vs PFGC
+12.5%
+38.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +13.5% | -9.7% | +1.5% |
| 7D | +1.9% | +13.9% | -11.9% | -0.4% |
| 30D | +9.2% | +18.4% | -9.1% | +6.2% |
| 3M | +8.9% | -2.5% | +11.5% | +8.8% |
| 6M | +24.6% | +26.0% | -1.5% | +21.2% |
| YTD | +35.7% | +21.9% | +13.8% | +32.9% |
| 1Y | +51.2% | +13.4% | +37.8% | +48.2% |
| All | +51.2% | +12.5% | +38.7% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling