-33.6%
PFE vs GEHC
+10.0%
-43.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | +1.8% | -4.0% | +5.7% | +2.5% |
| 30D | +10.2% | -2.0% | +12.2% | +10.7% |
| 3M | +12.7% | +8.0% | +4.7% | +10.8% |
| 6M | +10.5% | -12.8% | +23.3% | +12.9% |
| YTD | +20.2% | -15.9% | +36.1% | +23.4% |
| 1Y | +24.1% | -6.9% | +31.0% | +24.9% |
| 3Y | -3.6% | 0.0% | -3.5% | -4.7% |
| All | -33.6% | +10.0% | -43.6% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling