+35.2%
PFE vs GME
+255.4%
-220.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.1% |
| 7D | -4.3% | +4.8% | -9.1% | -4.3% |
| 30D | +2.7% | +5.9% | -3.2% | +2.7% |
| 3M | +10.0% | -10.7% | +20.7% | +10.1% |
| 6M | +7.2% | -19.8% | +27.0% | +7.3% |
| YTD | +17.3% | -0.9% | +18.3% | +17.3% |
| 1Y | +20.3% | -15.7% | +36.0% | +20.4% |
| 3Y | -1.6% | +12.3% | -13.9% | -2.5% |
| 5Y | -21.4% | -60.1% | +38.7% | -21.9% |
| 10Y | +35.2% | +265.3% | -230.1% | +12.7% |
| All | +35.2% | +255.4% | -220.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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