+3,372.6%
PFE vs GE
+2,971.9%
+400.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.7% |
| 7D | -4.7% | +6.3% | -11.0% | -6.4% |
| 30D | +3.4% | +8.9% | -5.5% | +0.6% |
| 3M | +9.2% | -9.2% | +18.4% | +11.8% |
| 6M | +15.8% | +13.2% | +2.6% | +10.6% |
| YTD | +23.4% | +9.4% | +14.1% | +18.0% |
| 1Y | +25.8% | +9.8% | +16.0% | +19.9% |
| 3Y | +17.8% | +278.2% | -260.3% | -25.9% |
| 5Y | -20.2% | +396.0% | -416.2% | -55.5% |
| 10Y | +49.6% | +162.4% | -112.8% | -6.3% |
| All | +3,372.6% | +2,971.9% | +400.8% | +457.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling