-2.8%
GLD vs PFE
+27.9%
-30.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | +2.8% | -0.7% | +3.5% | +2.9% |
| 30D | -4.0% | +5.3% | -9.3% | -4.7% |
| 3M | -8.2% | +10.1% | -18.4% | -9.5% |
| 6M | -14.8% | +18.0% | -32.9% | -16.6% |
| YTD | -6.8% | +25.8% | -32.6% | -8.9% |
| All | -2.8% | +27.9% | -30.7% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling