+152.8%
PFGC vs JAAA
+29.4%
+123.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -4.8% | +0.1% | -4.8% | -4.8% |
| 30D | -12.5% | +0.5% | -13.1% | -12.9% |
| 3M | -9.7% | +1.3% | -11.0% | -10.7% |
| 6M | +7.0% | +2.8% | +4.2% | +4.7% |
| YTD | +4.5% | +3.3% | +1.2% | +1.8% |
| 1Y | -11.6% | +4.9% | -16.5% | -14.9% |
| 3Y | +58.5% | +19.0% | +39.5% | +56.0% |
| 5Y | +112.6% | +26.9% | +85.7% | +109.5% |
| All | +152.8% | +29.4% | +123.4% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling