-22.2%
PFE vs GIS
-21.0%
-1.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.8% | -1.9% |
| 7D | -2.7% | -8.3% | +5.6% | -0.2% |
| 30D | +3.8% | +2.2% | +1.7% | +3.0% |
| 3M | +10.4% | +15.7% | -5.3% | +5.1% |
| 6M | +6.3% | -12.0% | +18.2% | +10.1% |
| YTD | +17.4% | -15.0% | +32.3% | +22.7% |
| 1Y | +21.1% | -20.1% | +41.3% | +29.2% |
| 3Y | -1.6% | -34.6% | +33.0% | +11.0% |
| 5Y | -22.2% | -22.8% | +0.7% | -16.0% |
| All | -22.2% | -21.0% | -1.1% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 5y: compounded portfolio wealth divided by compounded GIS 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…
5y analysis · Full analysis span regression · 6 months rolling