+46.2%
PFE vs GPC
+85.0%
-38.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +5.3% | -1.8% | +7.2% | +5.7% |
| 3M | +10.1% | -6.6% | +16.7% | +11.8% |
| 6M | +18.0% | +21.3% | -3.3% | +11.8% |
| YTD | +25.8% | +4.3% | +21.5% | +23.0% |
| 1Y | +28.4% | +3.3% | +25.2% | +25.9% |
| 3Y | +20.9% | +0.8% | +20.2% | +17.1% |
| 5Y | -21.5% | +7.4% | -28.9% | -26.3% |
| 10Y | +46.2% | +79.2% | -33.0% | +20.9% |
| All | +46.2% | +85.0% | -38.8% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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