-2.5%
PFE vs GD
+68.4%
-70.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.8% |
| 7D | +1.8% | -5.3% | +7.0% | +3.2% |
| 30D | +10.2% | -6.4% | +16.7% | +12.1% |
| 3M | +12.7% | +5.7% | +7.0% | +10.8% |
| 6M | +10.5% | -0.9% | +11.5% | +10.7% |
| YTD | +20.2% | +8.2% | +12.0% | +17.0% |
| 1Y | +24.1% | +13.4% | +10.6% | +19.1% |
| All | -2.5% | +68.4% | -70.8% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling