-22.2%
PFE vs GM
+84.0%
-106.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.0% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | +3.8% | -1.8% | +5.7% | +4.1% |
| 3M | +10.4% | +2.6% | +7.7% | +9.9% |
| 6M | +6.3% | +14.6% | -8.3% | +4.1% |
| YTD | +17.4% | +6.2% | +11.2% | +16.0% |
| 1Y | +21.1% | +48.7% | -27.5% | +14.7% |
| 3Y | -1.6% | +168.3% | -169.9% | -13.9% |
| 5Y | -22.2% | +82.8% | -104.9% | -34.5% |
| All | -22.2% | +84.0% | -106.2% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling