-23.1%
PFE vs GPC
+6.4%
-29.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -3.0% | -2.1% | -0.9% | -2.5% |
| 30D | +5.2% | -4.5% | +9.7% | +6.2% |
| 3M | +12.2% | -7.7% | +19.9% | +14.0% |
| 6M | +17.8% | +24.3% | -6.5% | +11.7% |
| YTD | +26.2% | +3.5% | +22.7% | +23.9% |
| 1Y | +23.2% | +0.7% | +22.4% | +21.7% |
| 3Y | +21.3% | 0.0% | +21.3% | +17.9% |
| 5Y | -23.1% | +5.8% | -28.9% | -27.2% |
| All | -23.1% | +6.4% | -29.5% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling