+151.7%
JPM vs PFGC
+114.2%
+37.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.8% |
| 7D | -0.4% | -2.4% | +2.0% | +0.4% |
| 30D | -1.1% | -15.8% | +14.6% | +4.2% |
| 3M | +14.1% | -0.6% | +14.7% | +13.8% |
| 6M | +23.3% | +10.7% | +12.6% | +18.2% |
| YTD | +11.3% | +7.6% | +3.6% | +6.9% |
| 1Y | +23.0% | -7.8% | +30.8% | +24.5% |
| 3Y | +162.6% | +63.7% | +98.8% | +117.3% |
| All | +151.7% | +114.2% | +37.4% | +87.9% |
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