-35.2%
PFE vs GEHC
+6.6%
-41.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.8% |
| 7D | -2.7% | -5.2% | +2.5% | -1.7% |
| 30D | +3.8% | -7.0% | +10.8% | +5.3% |
| 3M | +10.4% | +3.3% | +7.1% | +9.4% |
| 6M | +6.3% | -10.0% | +16.3% | +7.8% |
| YTD | +17.4% | -18.5% | +35.8% | +21.3% |
| 1Y | +21.1% | -14.4% | +35.5% | +23.8% |
| 3Y | -1.6% | +3.4% | -5.0% | -2.7% |
| All | -35.2% | +6.6% | -41.8% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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