+52.4%
GEV vs PFE
+35.1%
+17.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.6% | -11.9% | -8.3% |
| 7D | -5.1% | +4.6% | -9.7% | -3.5% |
| 30D | -15.8% | +12.3% | -28.2% | -12.8% |
| 3M | -18.2% | +21.2% | -39.4% | -14.2% |
| 6M | -22.4% | +21.1% | -43.5% | -17.6% |
| YTD | +27.7% | +30.0% | -2.3% | +32.6% |
| 1Y | +52.4% | +35.6% | +16.8% | +63.4% |
| All | +52.4% | +35.1% | +17.3% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 1y: compounded portfolio wealth divided by compounded PFE 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…
1y analysis · Full analysis span regression · 6 months rolling