+632.4%
GEV vs PFE
+17.9%
+614.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.4% | +3.6% |
| 7D | +1.6% | -2.6% | +4.2% | +1.5% |
| 30D | -7.9% | +5.4% | -13.3% | -7.7% |
| 3M | +5.6% | +7.8% | -2.2% | +6.5% |
| 6M | +13.1% | +5.0% | +8.0% | +13.9% |
| YTD | +46.7% | +17.1% | +29.7% | +47.7% |
| 1Y | +51.3% | +19.3% | +32.0% | +52.2% |
| All | +632.4% | +17.9% | +614.5% | +625.6% |
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