+479.1%
JPM vs PFE
+44.8%
+434.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +1.2% | -2.1% | +3.3% | +2.1% |
| 30D | +2.7% | +3.8% | -1.1% | +1.3% |
| 3M | -4.5% | +8.5% | -13.0% | -7.4% |
| 6M | +14.3% | +16.3% | -2.0% | +7.8% |
| YTD | +8.2% | +24.0% | -15.8% | -0.8% |
| 1Y | +10.0% | +26.6% | -16.6% | 0.0% |
| 3Y | +149.0% | +19.2% | +129.8% | +125.8% |
| 5Y | +131.0% | -22.6% | +153.7% | +144.5% |
| 10Y | +479.1% | +44.1% | +435.0% | +301.6% |
| All | +479.1% | +44.8% | +434.2% | +301.6% |
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