+3,449.8%
PFE vs GD
+20,112.4%
-16,662.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.6% | -2.3% |
| 7D | -0.2% | -3.9% | +3.7% | +0.8% |
| 30D | +8.7% | +8.1% | +0.6% | +6.3% |
| 3M | +15.8% | -6.8% | +22.5% | +17.8% |
| 6M | +16.8% | +3.0% | +13.8% | +15.6% |
| YTD | +26.2% | +7.8% | +18.4% | +22.9% |
| 1Y | +29.9% | +5.8% | +24.1% | +27.2% |
| 3Y | +15.9% | +55.3% | -39.4% | +1.6% |
| 5Y | -20.6% | +96.7% | -117.3% | -35.3% |
| 10Y | +65.4% | +195.4% | -130.0% | +18.7% |
| All | +3,449.8% | +20,112.4% | -16,662.5% | +1,563.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling