+127.7%
GLD vs PFE
-4.1%
+131.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -0.5% | +1.8% | -2.3% | -0.6% |
| 30D | +4.4% | +10.2% | -5.8% | +4.2% |
| 3M | -1.1% | +12.7% | -13.8% | -1.4% |
| 6M | -13.8% | +10.5% | -24.3% | -14.0% |
| YTD | +2.6% | +20.2% | -17.5% | +2.4% |
| 1Y | +24.5% | +24.1% | +0.4% | +24.2% |
| All | +127.7% | -4.1% | +131.8% | +118.3% |
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