+3,280.0%
PFE vs GPC
+2,341.8%
+938.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.6% |
| 7D | +1.8% | +1.2% | +0.6% | +1.3% |
| 30D | +10.2% | +6.0% | +4.3% | +8.1% |
| 3M | +12.7% | +42.6% | -29.9% | -0.8% |
| 6M | +10.5% | +22.8% | -12.2% | +2.1% |
| YTD | +20.2% | +15.5% | +4.7% | +12.6% |
| 1Y | +24.1% | +2.0% | +22.0% | +21.2% |
| 3Y | -3.6% | -1.4% | -2.1% | -7.3% |
| 5Y | -20.9% | +30.6% | -51.5% | -32.5% |
| 10Y | +35.8% | +80.6% | -44.8% | -3.6% |
| All | +3,280.0% | +2,341.8% | +938.2% | +767.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling