+208.4%
GLD vs PFE
+47.0%
+161.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | +2.8% | -0.7% | +3.5% | +2.8% |
| 30D | -4.0% | +5.3% | -9.3% | -4.1% |
| 3M | -8.2% | +10.1% | -18.4% | -8.5% |
| 6M | -14.8% | +18.0% | -32.9% | -15.3% |
| YTD | -6.8% | +25.8% | -32.6% | -7.4% |
| 1Y | -2.4% | +28.4% | -30.8% | -3.0% |
| 3Y | +105.8% | +20.9% | +84.8% | +104.3% |
| 5Y | +113.3% | -21.5% | +134.8% | +114.3% |
| 10Y | +208.4% | +46.2% | +162.2% | +203.8% |
| All | +208.4% | +47.0% | +161.5% | +203.8% |
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