+104.1%
GLD vs PFE
-23.9%
+127.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -4.6% | -1.7% | -2.9% | -4.5% |
| 30D | -5.5% | +0.3% | -5.8% | -5.5% |
| 3M | -10.9% | +9.4% | -20.3% | -11.2% |
| 6M | -17.4% | +14.9% | -32.3% | -17.9% |
| YTD | -10.3% | +23.8% | -34.1% | -11.0% |
| 1Y | -7.2% | +19.5% | -26.7% | -7.8% |
| 3Y | +96.9% | +21.0% | +75.9% | +95.0% |
| All | +104.1% | -23.9% | +127.9% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling