+48.8%
PFE vs JD
+31.5%
+17.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -1.7% | -4.1% | +2.4% | -1.4% |
| 30D | +0.3% | +4.6% | -4.3% | 0.0% |
| 3M | +9.4% | -4.7% | +14.1% | +9.7% |
| 6M | +14.9% | -17.4% | +32.2% | +16.4% |
| YTD | +23.8% | +0.7% | +23.1% | +23.4% |
| 1Y | +19.5% | -5.9% | +25.4% | +19.7% |
| 3Y | +21.0% | +18.9% | +2.2% | +17.4% |
| 5Y | -23.9% | -62.9% | +39.1% | -21.7% |
| All | +48.8% | +31.5% | +17.3% | +33.7% |
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