+48.8%
PFE vs GNRC
+372.1%
-323.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -1.7% | +7.9% | -9.6% | -2.4% |
| 30D | +0.3% | -3.7% | +4.0% | +0.4% |
| 3M | +9.4% | -11.9% | +21.3% | +10.0% |
| 6M | +14.9% | -28.6% | +43.5% | +17.3% |
| YTD | +23.8% | +39.9% | -16.1% | +16.7% |
| 1Y | +19.5% | +23.4% | -3.8% | +14.1% |
| 3Y | +21.0% | +84.2% | -63.2% | +8.7% |
| 5Y | -23.9% | -57.3% | +33.4% | -20.4% |
| All | +48.8% | +372.1% | -323.3% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling