+131.9%
JPM vs PFG
+99.5%
+32.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.0% |
| 7D | -2.5% | -2.2% | -0.2% | -1.2% |
| 30D | +2.7% | +6.4% | -3.6% | -0.9% |
| 3M | -4.7% | +2.2% | -6.9% | -6.1% |
| 6M | +15.6% | +16.3% | -0.7% | +5.1% |
| YTD | +8.6% | +33.2% | -24.6% | -9.2% |
| 1Y | +10.9% | +40.6% | -29.7% | -10.4% |
| 3Y | +149.9% | +83.3% | +66.6% | +69.3% |
| 5Y | +131.9% | +97.7% | +34.2% | +44.1% |
| All | +131.9% | +99.5% | +32.4% | +44.1% |
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