+21.0%
PFE vs GEHC
+20.0%
+1.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | +0.3% | +21.3% | -21.0% | -3.8% |
| 3M | +9.4% | +12.6% | -3.2% | +6.5% |
| 6M | +14.9% | +34.3% | -19.4% | +7.3% |
| YTD | +23.8% | +1.4% | +22.4% | +22.8% |
| 1Y | +19.5% | +12.5% | +7.1% | +15.6% |
| 3Y | +21.0% | +19.2% | +1.8% | +15.0% |
| All | +21.0% | +20.0% | +1.1% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling