+72.1%
PFE vs JD
+48.3%
+23.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | +1.8% | -1.7% | +3.4% | +1.9% |
| 30D | +10.2% | -13.2% | +23.4% | +11.4% |
| 3M | +12.7% | -3.2% | +15.9% | +12.9% |
| 6M | +10.5% | +15.2% | -4.7% | +9.1% |
| YTD | +20.2% | +2.0% | +18.2% | +19.7% |
| 1Y | +24.1% | -5.4% | +29.4% | +24.2% |
| 3Y | -3.6% | -9.1% | +5.5% | -4.9% |
| 5Y | -20.9% | -59.6% | +38.7% | -19.4% |
| 10Y | +35.8% | +26.2% | +9.6% | +17.3% |
| All | +72.1% | +48.3% | +23.8% | +47.6% |
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