+57.7%
GEV vs PFE
+22.9%
+34.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | -0.1% |
| 7D | +3.3% | +1.8% | +1.5% | +3.5% |
| 30D | -7.5% | +10.2% | -17.7% | -6.5% |
| 3M | -2.2% | +12.7% | -14.9% | -0.3% |
| 6M | +12.1% | +10.5% | +1.6% | +14.3% |
| YTD | +44.4% | +20.2% | +24.2% | +45.5% |
| 1Y | +57.7% | +24.1% | +33.6% | +57.7% |
| All | +57.7% | +22.9% | +34.8% | +57.7% |
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