+3,280.0%
PFE vs GD
+20,186.5%
-16,906.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.2% |
| 3M | +12.7% | +5.7% | +7.0% | +10.8% |
| 6M | +10.5% | -0.9% | +11.5% | +10.5% |
| YTD | +20.2% | +8.2% | +12.0% | +17.0% |
| 1Y | +24.1% | +13.4% | +10.6% | +19.3% |
| 3Y | -3.6% | +68.5% | -72.1% | -17.4% |
| 5Y | -20.9% | +97.2% | -118.0% | -35.5% |
| 10Y | +35.8% | +190.2% | -154.4% | -2.0% |
| All | +3,280.0% | +20,186.5% | -16,906.6% | +1,484.1% |
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