-23.1%
PFE vs GM
+55.0%
-78.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -3.0% | -3.8% | +0.9% | -2.5% |
| 30D | +5.2% | +7.9% | -2.7% | +4.1% |
| 3M | +12.2% | -0.3% | +12.5% | +12.1% |
| 6M | +17.8% | +18.6% | -0.8% | +14.8% |
| YTD | +26.2% | +10.0% | +16.1% | +23.9% |
| 1Y | +23.2% | +25.9% | -2.7% | +18.9% |
| 3Y | +21.3% | +241.2% | -219.9% | +2.9% |
| 5Y | -23.1% | +50.0% | -73.1% | -38.4% |
| All | -23.1% | +55.0% | -78.1% | -38.4% |
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 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