+155.3%
JPM vs PFE
-21.1%
+176.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +0.3% | +1.8% | -1.5% | 0.0% |
| 30D | -0.2% | +10.2% | -10.4% | -2.1% |
| 3M | +15.9% | +12.7% | +3.2% | +13.2% |
| 6M | +20.9% | +10.5% | +10.4% | +18.5% |
| YTD | +12.9% | +20.2% | -7.3% | +8.7% |
| 1Y | +20.3% | +24.1% | -3.8% | +14.9% |
| 3Y | +160.9% | -3.6% | +164.5% | +159.1% |
| All | +155.3% | -21.1% | +176.4% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling