+739.4%
GLD vs PFE
+179.5%
+559.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | +4.7% | -3.7% | +8.4% | +4.8% |
| 30D | -0.9% | +5.0% | -5.9% | -1.0% |
| 3M | -4.4% | +12.2% | -16.6% | -4.6% |
| 6M | -13.6% | +14.6% | -28.1% | -13.8% |
| YTD | -6.0% | +24.1% | -30.1% | -6.4% |
| 1Y | +1.8% | +26.6% | -24.8% | +1.3% |
| 3Y | +103.2% | +14.3% | +88.9% | +102.4% |
| 5Y | +119.3% | -21.9% | +141.2% | +119.8% |
| 10Y | +199.5% | +62.6% | +136.8% | +197.2% |
| All | +739.4% | +179.5% | +559.8% | +709.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling