+29.9%
PFE vs GD
+6.0%
+24.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.6% | -2.5% |
| 7D | -0.2% | -3.9% | +3.7% | +0.5% |
| 30D | +8.7% | +8.1% | +0.6% | +7.0% |
| 3M | +15.8% | -6.8% | +22.5% | +17.3% |
| 6M | +16.8% | +3.0% | +13.8% | +15.7% |
| YTD | +26.2% | +7.8% | +18.4% | +23.1% |
| 1Y | +29.9% | +5.8% | +24.1% | +27.8% |
| All | +29.9% | +6.0% | +24.0% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling