+643.2%
GEV vs PFE
+18.2%
+624.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.0% |
| 7D | +8.1% | -2.7% | +10.8% | +7.9% |
| 30D | -1.9% | +3.8% | -5.8% | -1.7% |
| 3M | +4.1% | +10.4% | -6.3% | +4.9% |
| 6M | +23.2% | +6.3% | +16.9% | +24.2% |
| YTD | +48.9% | +17.4% | +31.5% | +49.9% |
| 1Y | +62.2% | +21.1% | +41.1% | +63.3% |
| All | +643.2% | +18.2% | +624.9% | +636.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling