+8,399.1%
JNJ vs PG
+3,937.4%
+4,461.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.3% | -2.7% | -1.7% | -3.2% |
| 30D | +3.0% | -1.5% | +4.6% | +3.7% |
| 3M | +12.2% | -3.4% | +15.6% | +13.8% |
| 6M | +10.5% | -7.0% | +17.4% | +13.7% |
| YTD | +30.8% | +2.0% | +28.8% | +29.2% |
| 1Y | +54.9% | -6.5% | +61.4% | +58.6% |
| 3Y | +80.7% | +1.2% | +79.5% | +77.3% |
| 5Y | +83.4% | +12.8% | +70.6% | +70.4% |
| 10Y | +195.7% | +117.7% | +78.0% | +105.4% |
| All | +8,399.1% | +3,937.4% | +4,461.8% | +1,206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling