-2.1%
PFE vs GH
+481.7%
-483.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | +1.8% | -0.1% | +1.8% | +1.7% |
| 30D | +10.2% | -1.1% | +11.3% | +10.2% |
| 3M | +12.7% | +21.3% | -8.6% | +11.3% |
| 6M | +10.5% | +73.5% | -63.0% | +6.8% |
| YTD | +20.2% | +58.0% | -37.9% | +16.6% |
| 1Y | +24.1% | +163.1% | -139.0% | +16.7% |
| 3Y | -3.6% | +361.0% | -364.6% | -13.5% |
| 5Y | -20.9% | +22.5% | -43.4% | -25.5% |
| All | -2.1% | +481.7% | -483.7% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling