+104.0%
PFE vs GME
+1,469.6%
-1,365.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | -0.7% | +4.8% | -5.5% | -0.9% |
| 30D | +5.3% | -4.3% | +9.6% | +5.5% |
| 3M | +10.1% | +35.3% | -25.2% | +9.0% |
| 6M | +18.0% | +4.7% | +13.3% | +17.7% |
| YTD | +25.8% | +26.6% | -0.8% | +24.6% |
| 1Y | +28.4% | +18.3% | +10.1% | +27.5% |
| 3Y | +20.9% | +102.8% | -81.9% | +13.1% |
| 5Y | -21.5% | -48.9% | +27.4% | -24.8% |
| 10Y | +46.2% | +480.5% | -434.3% | -14.1% |
| All | +104.0% | +1,469.6% | -1,365.6% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling