+3,449.8%
PFE vs GPC
+2,100.6%
+1,349.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.4% |
| 7D | -0.2% | +1.7% | -1.9% | -0.8% |
| 30D | +8.7% | -2.3% | +11.0% | +9.3% |
| 3M | +15.8% | -4.5% | +20.3% | +17.3% |
| 6M | +16.8% | +21.6% | -4.7% | +8.2% |
| YTD | +26.2% | +4.0% | +22.1% | +22.2% |
| 1Y | +29.9% | +3.5% | +26.4% | +26.1% |
| 3Y | +15.9% | +2.1% | +13.8% | +10.0% |
| 5Y | -20.6% | +5.5% | -26.1% | -27.2% |
| 10Y | +65.4% | +90.7% | -25.4% | +14.0% |
| All | +3,449.8% | +2,100.6% | +1,349.3% | +841.9% |
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 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