+14.3%
PFE vs JD
+16.8%
-2.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -1.8% |
| 7D | -3.7% | +13.4% | -17.1% | -5.0% |
| 30D | +5.0% | +7.7% | -2.7% | +4.1% |
| 3M | +12.2% | -11.3% | +23.5% | +13.5% |
| 6M | +14.6% | -5.1% | +19.7% | +15.0% |
| YTD | +24.1% | +5.0% | +19.1% | +22.9% |
| 1Y | +26.6% | -5.6% | +32.2% | +26.7% |
| 3Y | +14.3% | +17.8% | -3.5% | +5.8% |
| All | +14.3% | +16.8% | -2.5% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling