+60.6%
PFE vs GD
+190.6%
-130.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -3.7% | -5.0% | +1.3% | -2.0% |
| 30D | +5.0% | +8.9% | -4.0% | +1.8% |
| 3M | +12.2% | -8.0% | +20.2% | +15.3% |
| 6M | +14.6% | +2.9% | +11.7% | +13.0% |
| YTD | +24.1% | +7.1% | +17.1% | +20.0% |
| 1Y | +26.6% | +5.9% | +20.6% | +22.9% |
| 3Y | +14.3% | +53.9% | -39.5% | -4.3% |
| 5Y | -21.9% | +95.4% | -117.3% | -41.1% |
| All | +60.6% | +190.6% | -130.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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