+131.1%
PJFG price history and return analytics
+89.4%
+41.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | +0.4% |
| 7D | -1.8% | -2.0% | +0.2% | +0.7% |
| 30D | -2.5% | -1.4% | -1.1% | -0.7% |
| 3M | +3.5% | +4.7% | -1.2% | -2.3% |
| 6M | +11.5% | +11.4% | +0.2% | -2.7% |
| YTD | +4.4% | +13.1% | -8.7% | -10.8% |
| 1Y | +7.3% | +19.0% | -11.7% | -14.1% |
| 3Y | +77.6% | +73.9% | +3.6% | -11.0% |
| All | +131.1% | +89.4% | +41.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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