+10,478.8%
JPM vs PFE
+3,460.6%
+7,018.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.1% |
| 7D | -0.8% | -3.7% | +2.9% | +1.0% |
| 30D | +1.5% | +5.0% | -3.5% | -0.7% |
| 3M | -5.7% | +12.2% | -17.8% | -10.6% |
| 6M | +7.2% | +14.6% | -7.3% | +0.3% |
| YTD | +5.8% | +24.1% | -18.3% | -4.9% |
| 1Y | +8.8% | +26.6% | -17.8% | -3.3% |
| 3Y | +147.4% | +14.3% | +133.1% | +123.3% |
| 5Y | +125.3% | -21.9% | +147.2% | +135.2% |
| 10Y | +540.5% | +62.6% | +477.9% | +356.8% |
| All | +10,478.8% | +3,460.6% | +7,018.2% | +2,227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling