-23.8%
PFE vs GPN
-27.3%
+3.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -0.3% |
| 7D | -1.7% | -5.6% | +3.9% | -1.0% |
| 30D | +0.3% | +13.6% | -13.3% | -1.5% |
| 3M | +9.4% | -2.8% | +12.2% | +9.5% |
| 6M | +14.9% | +38.1% | -23.2% | +9.5% |
| YTD | +23.8% | +19.9% | +3.9% | +19.6% |
| 1Y | +19.5% | +23.4% | -3.9% | +15.0% |
| 3Y | +21.0% | -12.6% | +33.7% | +19.2% |
| All | -23.8% | -27.3% | +3.6% | -20.6% |
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 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