+3,391.6%
PFE vs GEN
+8,588.0%
-5,196.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.4% |
| 7D | -3.7% | +2.3% | -6.0% | -3.9% |
| 30D | +5.0% | +33.1% | -28.1% | +2.2% |
| 3M | +12.2% | +6.5% | +5.7% | +11.2% |
| 6M | +14.6% | +53.8% | -39.2% | +9.6% |
| YTD | +24.1% | +11.2% | +12.9% | +22.0% |
| 1Y | +26.6% | +19.4% | +7.2% | +23.6% |
| 3Y | +14.3% | +81.0% | -66.7% | +7.1% |
| 5Y | -21.9% | +33.4% | -55.4% | -25.4% |
| 10Y | +62.6% | +164.3% | -101.6% | +43.4% |
| All | +3,391.6% | +8,588.0% | -5,196.4% | +1,961.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling