+514.9%
GEV vs PFE
+24.7%
+490.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +3.7% | -1.7% | +5.5% | +3.5% |
| 30D | -14.7% | +0.3% | -15.0% | -14.6% |
| 3M | -23.4% | +9.4% | -32.8% | -22.9% |
| 6M | -24.3% | +14.9% | -39.2% | -23.3% |
| YTD | +23.2% | +23.8% | -0.6% | +24.7% |
| 1Y | +44.2% | +19.5% | +24.7% | +46.0% |
| All | +514.9% | +24.7% | +490.1% | +512.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling