+80.7%
PFE vs JD
+50.3%
+30.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.2% | -3.2% |
| 7D | -0.2% | +11.7% | -12.0% | -1.1% |
| 30D | +8.7% | +8.1% | +0.6% | +8.0% |
| 3M | +15.8% | -12.0% | +27.8% | +16.9% |
| 6M | +16.8% | -3.5% | +20.3% | +17.0% |
| YTD | +26.2% | +3.3% | +22.8% | +25.5% |
| 1Y | +29.9% | -7.4% | +37.4% | +30.3% |
| 3Y | +15.9% | +16.6% | -0.7% | +12.4% |
| 5Y | -20.6% | -57.9% | +37.3% | -19.3% |
| 10Y | +65.4% | +32.6% | +32.7% | +42.1% |
| All | +80.7% | +50.3% | +30.4% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling