+3,280.0%
PFE vs GFI
+688.7%
+2,591.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.2% |
| 7D | +1.8% | +3.1% | -1.4% | +1.7% |
| 30D | +10.2% | +27.1% | -16.9% | +9.6% |
| 3M | +12.7% | +21.2% | -8.5% | +12.1% |
| 6M | +10.5% | -4.5% | +15.0% | +10.4% |
| YTD | +20.2% | +11.7% | +8.4% | +19.5% |
| 1Y | +24.1% | +46.0% | -22.0% | +22.6% |
| 3Y | -3.6% | +309.6% | -313.1% | -7.3% |
| 5Y | -20.9% | +506.0% | -526.9% | -25.0% |
| 10Y | +35.8% | +1,009.2% | -973.4% | +25.4% |
| All | +3,280.0% | +688.7% | +2,591.2% | +3,067.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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