+17.8%
PFE vs GFS
-23.4%
+41.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -0.7% |
| 7D | -4.7% | -3.1% | -1.6% | -4.6% |
| 30D | +3.4% | -16.0% | +19.4% | +4.0% |
| 3M | +9.2% | -24.7% | +33.9% | +10.4% |
| 6M | +15.8% | -45.1% | +60.9% | +18.2% |
| YTD | +23.4% | +16.5% | +7.0% | +17.5% |
| 1Y | +25.8% | +19.3% | +6.5% | +19.4% |
| 3Y | +17.8% | -20.0% | +37.8% | +12.9% |
| All | +17.8% | -23.4% | +41.3% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling