+10,718.8%
JPM vs PFE
+3,441.2%
+7,277.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | +0.4% | -4.7% | +5.1% | +2.7% |
| 30D | +2.7% | +3.4% | -0.6% | +1.2% |
| 3M | -3.8% | +9.2% | -13.1% | -7.8% |
| 6M | +14.3% | +15.8% | -1.5% | +6.4% |
| YTD | +8.2% | +23.4% | -15.2% | -2.6% |
| 1Y | +11.0% | +25.8% | -14.9% | -1.1% |
| 3Y | +152.7% | +17.8% | +134.8% | +124.8% |
| 5Y | +130.8% | -20.2% | +151.0% | +138.4% |
| 10Y | +506.0% | +49.6% | +456.4% | +349.5% |
| All | +10,718.8% | +3,441.2% | +7,277.6% | +2,286.3% |
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