+20.3%
PFE vs GFS
+39.8%
-19.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -4.3% | +4.5% | -8.8% | -4.3% |
| 30D | +2.7% | -8.2% | +10.9% | +2.7% |
| 3M | +10.0% | -38.9% | +48.8% | +10.2% |
| 6M | +7.2% | -2.9% | +10.0% | +3.6% |
| YTD | +17.3% | +31.8% | -14.5% | +11.7% |
| 1Y | +20.3% | +43.1% | -22.8% | +16.6% |
| All | +20.3% | +39.8% | -19.5% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling