+109.1%
GLD vs PFE
+14.7%
+94.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +4.9% | -4.7% | +9.6% | +5.1% |
| 30D | -1.3% | +3.4% | -4.7% | -1.5% |
| 3M | -4.8% | +9.2% | -14.0% | -5.1% |
| 6M | -12.5% | +15.8% | -28.3% | -13.0% |
| YTD | -4.2% | +23.4% | -27.7% | -4.8% |
| 1Y | +3.0% | +25.8% | -22.8% | +2.4% |
| 3Y | +109.1% | +17.8% | +91.3% | +103.8% |
| All | +109.1% | +14.7% | +94.4% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling