+60.6%
PFE vs JD
+31.9%
+28.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -1.8% |
| 7D | -3.7% | +13.4% | -17.1% | -4.6% |
| 30D | +5.0% | +7.7% | -2.7% | +4.3% |
| 3M | +12.2% | -11.3% | +23.5% | +13.1% |
| 6M | +14.6% | -5.1% | +19.7% | +14.9% |
| YTD | +24.1% | +5.0% | +19.1% | +23.3% |
| 1Y | +26.6% | -5.6% | +32.2% | +26.7% |
| 3Y | +14.3% | +17.8% | -3.5% | +10.9% |
| 5Y | -21.9% | -57.2% | +35.3% | -20.8% |
| All | +60.6% | +31.9% | +28.7% | +47.7% |
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