-1.2%
PFE vs GNRC
+57.0%
-58.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.3% |
| 7D | -4.0% | -0.7% | -3.3% | -4.0% |
| 30D | +3.9% | -15.8% | +19.7% | +5.1% |
| 3M | +9.9% | -24.0% | +33.9% | +11.5% |
| 6M | +5.3% | -13.8% | +19.1% | +4.9% |
| YTD | +16.8% | +33.2% | -16.4% | +10.0% |
| 1Y | +20.4% | -1.8% | +22.2% | +17.1% |
| All | -1.2% | +57.0% | -58.2% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling