-20.2%
PFE vs GAP
+10.4%
-30.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.8% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | +3.4% | -4.3% | +7.7% | +3.6% |
| 3M | +9.2% | +9.4% | -0.2% | +8.5% |
| 6M | +15.8% | -3.3% | +19.1% | +15.6% |
| YTD | +23.4% | -10.5% | +34.0% | +23.6% |
| 1Y | +25.8% | -2.4% | +28.2% | +25.3% |
| 3Y | +17.8% | +80.1% | -62.2% | +12.3% |
| 5Y | -20.2% | +6.5% | -26.6% | -29.2% |
| All | -20.2% | +10.4% | -30.6% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling