+620.7%
GEV vs PFE
+21.0%
+599.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | -0.1% |
| 7D | +3.3% | +1.8% | +1.5% | +3.4% |
| 30D | -7.5% | +10.2% | -17.7% | -6.9% |
| 3M | -2.2% | +12.7% | -14.9% | -1.3% |
| 6M | +12.1% | +10.5% | +1.6% | +13.1% |
| YTD | +44.4% | +20.2% | +24.2% | +45.6% |
| 1Y | +57.7% | +24.1% | +33.6% | +59.0% |
| All | +620.7% | +21.0% | +599.7% | +615.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling