+3,391.6%
PFE vs GPC
+2,071.6%
+1,320.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -3.7% | +1.6% | -5.3% | -4.2% |
| 30D | +5.0% | -2.1% | +7.0% | +5.5% |
| 3M | +12.2% | -6.8% | +19.0% | +14.6% |
| 6M | +14.6% | +18.6% | -4.0% | +7.0% |
| YTD | +24.1% | +2.7% | +21.4% | +20.8% |
| 1Y | +26.6% | +1.8% | +24.8% | +23.5% |
| 3Y | +14.3% | +1.1% | +13.3% | +8.8% |
| 5Y | -21.9% | +4.1% | -26.0% | -28.0% |
| 10Y | +62.6% | +88.2% | -25.6% | +12.6% |
| All | +3,391.6% | +2,071.6% | +1,320.1% | +830.6% |
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