+135.3%
JPM vs PFGC
+138.1%
-2.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +3.5% | +3.4% | +0.1% | +2.4% |
| 30D | +3.3% | +16.9% | -13.7% | -2.0% |
| 3M | -4.2% | +6.4% | -10.6% | -6.4% |
| 6M | +16.4% | +16.0% | +0.4% | +10.0% |
| YTD | +9.5% | +23.6% | -14.1% | +0.3% |
| 1Y | +14.0% | +16.6% | -2.6% | +6.5% |
| 3Y | +153.1% | +82.3% | +70.8% | +101.3% |
| All | +135.3% | +138.1% | -2.8% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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