+3,280.0%
PFE vs GAP
+2,258.2%
+1,021.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +1.8% | -4.5% | +6.2% | +2.3% |
| 30D | +10.2% | +9.0% | +1.2% | +8.7% |
| 3M | +12.7% | +5.0% | +7.7% | +11.6% |
| 6M | +10.5% | -17.8% | +28.4% | +12.4% |
| YTD | +20.2% | -10.4% | +30.5% | +20.5% |
| 1Y | +24.1% | -3.4% | +27.4% | +22.9% |
| 3Y | -3.6% | +111.5% | -115.0% | -18.5% |
| 5Y | -20.9% | +8.8% | -29.7% | -29.7% |
| 10Y | +35.8% | +32.9% | +2.9% | +3.9% |
| All | +3,280.0% | +2,258.2% | +1,021.7% | +1,069.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling