-31.4%
PFE vs GEHC
+31.6%
-63.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -3.7% | +7.6% | -11.3% | -5.0% |
| 30D | +5.0% | +27.5% | -22.5% | +0.2% |
| 3M | +12.2% | +17.2% | -5.1% | +8.8% |
| 6M | +14.6% | +33.6% | -19.0% | +8.1% |
| YTD | +24.1% | +0.6% | +23.5% | +23.2% |
| 1Y | +26.6% | +11.3% | +15.3% | +23.2% |
| 3Y | +14.3% | +16.5% | -2.2% | +9.4% |
| All | -31.4% | +31.6% | -63.0% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling