+32.8%
PFE vs GPN
+28.2%
+4.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | -2.6% | -4.6% | +2.0% | -1.7% |
| 30D | +5.4% | -0.3% | +5.6% | +5.3% |
| 3M | +7.8% | +35.4% | -27.7% | +1.2% |
| 6M | +5.0% | +21.7% | -16.6% | +0.4% |
| YTD | +17.1% | +14.9% | +2.2% | +12.6% |
| 1Y | +19.3% | +3.2% | +16.1% | +17.0% |
| 3Y | -0.9% | -27.1% | +26.2% | +1.9% |
| 5Y | -20.8% | -44.4% | +23.6% | -15.0% |
| All | +32.8% | +28.2% | +4.6% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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