+10.0%
JPM vs PFE
+25.2%
-15.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +1.2% | -2.1% | +3.3% | +1.8% |
| 30D | +2.7% | +3.8% | -1.1% | +2.3% |
| 3M | -4.5% | +8.5% | -13.0% | -5.6% |
| 6M | +14.3% | +16.3% | -2.0% | +11.8% |
| YTD | +8.2% | +24.0% | -15.8% | +2.4% |
| 1Y | +10.0% | +26.6% | -16.6% | +3.2% |
| All | +10.0% | +25.2% | -15.2% | +3.2% |
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