+60.6%
PFE vs GE
+159.6%
-99.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.0% |
| 7D | -3.7% | +7.1% | -10.8% | -4.6% |
| 30D | +5.0% | +6.5% | -1.5% | +4.0% |
| 3M | +12.2% | -13.6% | +25.7% | +14.2% |
| 6M | +14.6% | +6.0% | +8.6% | +13.2% |
| YTD | +24.1% | +5.4% | +18.7% | +22.3% |
| 1Y | +26.6% | +6.5% | +20.1% | +24.4% |
| 3Y | +14.3% | +268.6% | -254.3% | -7.6% |
| 5Y | -21.9% | +389.0% | -411.0% | -40.6% |
| All | +60.6% | +159.6% | -99.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 10y: compounded portfolio wealth divided by compounded GE 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…
10y analysis · Full analysis span regression · 6 months rolling