+298.1%
JNJ vs PFGC
+419.1%
-121.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +2.7% | -2.2% | +4.9% | +2.8% |
| 30D | +7.4% | -11.9% | +19.3% | +8.2% |
| 3M | +21.2% | +5.0% | +16.2% | +20.9% |
| 6M | +13.4% | +8.6% | +4.8% | +12.8% |
| YTD | +35.1% | +9.7% | +25.4% | +34.2% |
| 1Y | +57.4% | -6.3% | +63.7% | +57.7% |
| 3Y | +86.8% | +58.2% | +28.6% | +81.0% |
| 5Y | +80.8% | +110.4% | -29.6% | +71.3% |
| 10Y | +202.7% | +272.8% | -70.0% | +188.8% |
| All | +298.1% | +419.1% | -121.0% | +265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling