-24.0%
PFE vs GEN
+31.4%
-55.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.6% |
| 7D | -2.1% | -3.0% | +0.9% | -1.7% |
| 30D | +3.1% | +24.7% | -21.6% | -0.4% |
| 3M | +11.2% | +4.1% | +7.1% | +10.0% |
| 6M | +15.0% | +36.0% | -21.0% | +8.4% |
| YTD | +23.5% | +10.9% | +12.7% | +20.5% |
| 1Y | +18.9% | +12.2% | +6.7% | +15.7% |
| 3Y | +18.7% | +63.3% | -44.6% | +7.3% |
| 5Y | -24.0% | +29.0% | -53.1% | -29.9% |
| All | -24.0% | +31.4% | -55.4% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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