+589.8%
JPM vs PFE
+33.5%
+556.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.6% |
| 7D | -0.4% | -2.7% | +2.3% | +0.6% |
| 30D | -1.1% | +3.8% | -5.0% | -2.6% |
| 3M | +14.1% | +10.4% | +3.8% | +9.7% |
| 6M | +23.3% | +6.3% | +17.0% | +20.1% |
| YTD | +11.3% | +17.4% | -6.1% | +4.0% |
| 1Y | +23.0% | +21.1% | +1.9% | +13.0% |
| 3Y | +162.6% | -1.6% | +164.1% | +157.4% |
| 5Y | +152.8% | -22.2% | +174.9% | +162.4% |
| All | +589.8% | +33.5% | +556.3% | +379.3% |
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