+77.8%
PFE vs JD
+52.8%
+25.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -1.8% |
| 7D | -3.7% | +13.4% | -17.1% | -4.7% |
| 30D | +5.0% | +7.7% | -2.7% | +4.3% |
| 3M | +12.2% | -11.3% | +23.5% | +13.2% |
| 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% | +26.8% |
| 3Y | +14.3% | +17.8% | -3.5% | +10.7% |
| 5Y | -21.9% | -57.2% | +35.3% | -20.7% |
| 10Y | +62.6% | +34.8% | +27.9% | +39.6% |
| All | +77.8% | +52.8% | +25.0% | +52.0% |
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