+77.8%
JNJ vs PG
+2.5%
+75.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | -3.5% | -0.8% | -2.7% | -3.2% |
| 30D | +2.3% | +0.8% | +1.5% | +2.0% |
| 3M | +12.0% | -1.3% | +13.3% | +12.5% |
| 6M | +10.5% | -3.8% | +14.3% | +11.8% |
| YTD | +30.4% | +3.6% | +26.8% | +28.3% |
| 1Y | +52.1% | -5.7% | +57.9% | +55.1% |
| 3Y | +77.8% | +1.6% | +76.2% | +80.4% |
| All | +77.8% | +2.5% | +75.3% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling