+51.2%
JNJ vs PG
+15.9%
+35.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +2.5% |
| 7D | +1.9% | +5.7% | -3.8% | -0.4% |
| 30D | +9.2% | +15.4% | -6.2% | +3.3% |
| 3M | +8.9% | +13.8% | -4.9% | +3.5% |
| 6M | +24.6% | +18.3% | +6.3% | +16.7% |
| YTD | +35.7% | +20.1% | +15.5% | +28.3% |
| 1Y | +51.2% | +17.0% | +34.2% | +43.8% |
| All | +51.2% | +15.9% | +35.3% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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