-20.7%
PFE vs GME
-62.8%
+42.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | +1.8% | +7.2% | -5.5% | +1.7% |
| 30D | +10.2% | +0.8% | +9.4% | +10.2% |
| 3M | +12.7% | -14.0% | +26.6% | +12.8% |
| 6M | +10.5% | -19.7% | +30.3% | +10.8% |
| YTD | +20.2% | -4.6% | +24.7% | +20.2% |
| 1Y | +24.1% | -14.3% | +38.4% | +24.2% |
| 3Y | -3.6% | +4.0% | -7.6% | -4.7% |
| All | -20.7% | -62.8% | +42.1% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling