+26.6%
PFE vs GD
+5.1%
+21.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -3.7% | -5.0% | +1.3% | -2.8% |
| 30D | +5.0% | +8.9% | -4.0% | +3.2% |
| 3M | +12.2% | -8.0% | +20.2% | +14.0% |
| 6M | +14.6% | +2.9% | +11.7% | +13.5% |
| YTD | +24.1% | +7.1% | +17.1% | +21.1% |
| 1Y | +26.6% | +5.9% | +20.6% | +24.0% |
| All | +26.6% | +5.1% | +21.5% | +24.0% |
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