+35.2%
PFE vs GAP
+28.3%
+7.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.5% | +0.3% |
| 7D | -4.3% | -3.2% | -1.1% | -4.1% |
| 30D | +2.7% | -0.7% | +3.4% | +2.6% |
| 3M | +10.0% | -0.5% | +10.5% | +9.8% |
| 6M | +7.2% | -5.0% | +12.2% | +7.1% |
| YTD | +17.3% | -14.7% | +32.0% | +18.0% |
| 1Y | +20.3% | -8.6% | +29.0% | +20.2% |
| 3Y | -1.6% | +108.4% | -110.0% | -9.8% |
| 5Y | -21.4% | +5.8% | -27.1% | -25.7% |
| 10Y | +35.2% | +29.6% | +5.6% | +16.1% |
| All | +35.2% | +28.3% | +7.0% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling