+32.8%
PFE vs GNRC
+448.8%
-416.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | 0.0% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +5.4% | -15.7% | +21.1% | +7.1% |
| 3M | +7.8% | -27.3% | +35.1% | +10.8% |
| 6M | +5.0% | -12.1% | +17.1% | +5.2% |
| YTD | +17.1% | +37.1% | -20.0% | +11.0% |
| 1Y | +19.3% | -0.5% | +19.8% | +16.9% |
| 3Y | -0.9% | +61.5% | -62.5% | -9.6% |
| 5Y | -20.8% | -58.6% | +37.8% | -16.5% |
| All | +32.8% | +448.8% | -416.0% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GNRC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling