-21.4%
PFE vs GPN
-46.4%
+25.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.3% |
| 7D | -4.3% | -6.2% | +2.0% | -3.5% |
| 30D | +2.7% | +1.0% | +1.7% | +2.5% |
| 3M | +10.0% | +36.9% | -26.9% | +5.5% |
| 6M | +7.2% | +16.8% | -9.6% | +4.7% |
| YTD | +17.3% | +13.2% | +4.1% | +14.7% |
| 1Y | +20.3% | +1.4% | +18.9% | +19.0% |
| 3Y | -1.6% | -28.6% | +27.0% | -0.4% |
| 5Y | -21.4% | -47.0% | +25.6% | -16.7% |
| All | -21.4% | -46.4% | +25.0% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling