+124.0%
JPM vs PFE
-21.9%
+145.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -0.8% | -3.7% | +2.9% | 0.0% |
| 30D | +1.5% | +5.0% | -3.5% | +0.6% |
| 3M | -5.7% | +12.2% | -17.8% | -7.8% |
| 6M | +7.2% | +14.6% | -7.3% | +4.3% |
| YTD | +5.8% | +24.1% | -18.3% | +1.1% |
| 1Y | +8.8% | +26.6% | -17.8% | +3.5% |
| 3Y | +147.4% | +14.3% | +133.1% | +137.1% |
| All | +124.0% | -21.9% | +145.9% | +137.2% |
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