-0.9%
PFE vs GDDY
+30.8%
-31.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.2% |
| 7D | -2.6% | -3.2% | +0.6% | -2.4% |
| 30D | +5.4% | +6.8% | -1.4% | +5.0% |
| 3M | +7.8% | +30.5% | -22.7% | +6.3% |
| 6M | +5.0% | +13.3% | -8.3% | +4.1% |
| YTD | +17.1% | -21.0% | +38.0% | +18.1% |
| 1Y | +19.3% | -34.0% | +53.3% | +21.5% |
| 3Y | -0.9% | +33.1% | -34.0% | -12.6% |
| All | -0.9% | +30.8% | -31.7% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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