+235.6%
PFE vs GNRC
+2,087.1%
-1,851.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.5% |
| 7D | +1.8% | +1.9% | -0.2% | +1.5% |
| 30D | +10.2% | -13.8% | +24.1% | +11.9% |
| 3M | +12.7% | -32.6% | +45.3% | +16.9% |
| 6M | +10.5% | -15.2% | +25.7% | +11.2% |
| YTD | +20.2% | +37.4% | -17.2% | +13.9% |
| 1Y | +24.1% | +5.1% | +18.9% | +20.9% |
| 3Y | -3.6% | +57.5% | -61.1% | -11.9% |
| 5Y | -20.9% | -58.7% | +37.8% | -18.0% |
| 10Y | +35.8% | +395.5% | -359.7% | -6.9% |
| All | +235.6% | +2,087.1% | -1,851.5% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling