+245.2%
PFE vs GM
+238.5%
+6.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | +1.8% | +1.9% | -0.2% | +1.4% |
| 30D | +10.2% | -1.4% | +11.6% | +10.4% |
| 3M | +12.7% | +5.9% | +6.8% | +11.3% |
| 6M | +10.5% | +12.4% | -1.9% | +7.9% |
| YTD | +20.2% | +8.6% | +11.5% | +17.7% |
| 1Y | +24.1% | +52.6% | -28.6% | +14.3% |
| 3Y | -3.6% | +169.7% | -173.2% | -21.1% |
| 5Y | -20.9% | +87.5% | -108.4% | -33.0% |
| 10Y | +35.8% | +233.0% | -197.1% | -5.3% |
| All | +245.2% | +238.5% | +6.7% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling