+664.0%
JPM vs PFGC
+485.1%
+178.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +3.5% | +3.4% | +0.1% | +2.6% |
| 30D | +3.3% | +16.9% | -13.7% | -1.2% |
| 3M | -4.2% | +6.4% | -10.6% | -6.1% |
| 6M | +16.4% | +16.0% | +0.4% | +11.0% |
| YTD | +9.5% | +23.6% | -14.1% | +1.9% |
| 1Y | +14.0% | +16.6% | -2.6% | +7.8% |
| 3Y | +153.1% | +82.3% | +70.8% | +110.6% |
| 5Y | +134.9% | +138.7% | -3.8% | +77.9% |
| 10Y | +485.7% | +352.8% | +132.9% | +286.8% |
| All | +664.0% | +485.1% | +178.9% | +401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling