+162.6%
JPM vs PFE
-1.5%
+164.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.0% |
| 7D | -0.4% | -2.7% | +2.3% | 0.0% |
| 30D | -1.1% | +3.8% | -5.0% | -1.8% |
| 3M | +14.1% | +10.4% | +3.8% | +12.2% |
| 6M | +23.3% | +6.3% | +17.0% | +21.9% |
| YTD | +11.3% | +17.4% | -6.1% | +8.0% |
| 1Y | +23.0% | +21.1% | +1.9% | +18.6% |
| 3Y | +162.6% | -1.6% | +164.1% | +150.7% |
| All | +162.6% | -1.5% | +164.1% | +150.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling