-4.4%
PFE vs GH
+486.6%
-491.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | +2.7% | -2.6% | +5.3% | +2.8% |
| 3M | +10.0% | +25.1% | -15.1% | +8.5% |
| 6M | +7.2% | +78.5% | -71.3% | +3.4% |
| YTD | +17.3% | +59.4% | -42.0% | +13.8% |
| 1Y | +20.3% | +173.9% | -153.5% | +13.0% |
| 3Y | -1.6% | +382.7% | -384.4% | -12.0% |
| 5Y | -21.4% | +24.4% | -45.8% | -26.1% |
| All | -4.4% | +486.6% | -491.0% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling