+459.5%
JPM vs PFE
+46.4%
+413.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.6% |
| 7D | +1.6% | -2.1% | +3.7% | +2.4% |
| 30D | +3.4% | +3.1% | +0.3% | +2.3% |
| 3M | -5.7% | +11.2% | -16.8% | -9.4% |
| 6M | +13.5% | +15.0% | -1.5% | +7.4% |
| YTD | +8.4% | +23.5% | -15.1% | -0.5% |
| 1Y | +9.1% | +18.9% | -9.9% | +1.5% |
| 3Y | +149.5% | +18.7% | +130.8% | +126.5% |
| 5Y | +132.6% | -24.0% | +156.6% | +148.5% |
| All | +459.5% | +46.4% | +413.1% | +283.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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