+9.1%
JPM vs PFE
+21.1%
-12.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | +1.6% | -2.1% | +3.7% | +2.1% |
| 30D | +3.4% | +3.1% | +0.3% | +3.1% |
| 3M | -5.7% | +11.2% | -16.8% | -7.3% |
| 6M | +13.5% | +15.0% | -1.5% | +11.1% |
| YTD | +8.4% | +23.5% | -15.1% | +1.7% |
| 1Y | +9.1% | +18.9% | -9.9% | +4.1% |
| All | +9.1% | +21.1% | -12.1% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling