+50.2%
PFE vs JD
+33.2%
+17.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -0.7% | +5.2% | -5.9% | -1.1% |
| 30D | +5.3% | +4.5% | +0.8% | +4.9% |
| 3M | +10.1% | -15.4% | +25.5% | +11.5% |
| 6M | +18.0% | -6.0% | +24.1% | +18.4% |
| YTD | +25.8% | +2.2% | +23.7% | +25.3% |
| 1Y | +28.4% | -6.7% | +35.1% | +28.7% |
| 3Y | +20.9% | +20.5% | +0.4% | +17.1% |
| 5Y | -21.5% | -58.4% | +36.9% | -20.2% |
| All | +50.2% | +33.2% | +17.0% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling