+151.7%
JPM vs PFG
+111.7%
+40.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.6% |
| 7D | -0.4% | +6.0% | -6.4% | -3.9% |
| 30D | -1.1% | +2.2% | -3.3% | -2.6% |
| 3M | +14.1% | +10.4% | +3.8% | +7.1% |
| 6M | +23.3% | +27.8% | -4.5% | +5.8% |
| YTD | +11.3% | +33.6% | -22.4% | -7.2% |
| 1Y | +23.0% | +49.3% | -26.3% | -4.6% |
| 3Y | +162.6% | +69.7% | +92.8% | +85.7% |
| All | +151.7% | +111.7% | +40.0% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling