-24.6%
GEV vs PFE
+17.9%
-42.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.7% |
| 7D | -3.0% | -3.0% | 0.0% | -5.5% |
| 30D | -18.9% | +5.2% | -24.1% | -14.9% |
| 3M | -20.1% | +12.2% | -32.3% | -11.7% |
| 6M | -24.6% | +17.8% | -42.4% | -10.1% |
| All | -24.6% | +17.9% | -42.5% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling