+48.5%
PFE vs GM
+206.8%
-158.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.7% |
| 7D | -2.1% | -3.4% | +1.3% | -1.6% |
| 30D | +3.1% | +2.7% | +0.4% | +2.6% |
| 3M | +11.2% | -0.4% | +11.6% | +11.0% |
| 6M | +15.0% | +13.3% | +1.7% | +12.4% |
| YTD | +23.5% | +6.8% | +16.8% | +21.4% |
| 1Y | +18.9% | +21.1% | -2.2% | +14.7% |
| 3Y | +18.7% | +231.0% | -212.3% | -3.0% |
| 5Y | -24.0% | +41.9% | -66.0% | -31.1% |
| All | +48.5% | +206.8% | -158.3% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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