+94.6%
PFE vs GPN
+2,611.5%
-2,516.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.4% |
| 7D | +1.8% | +0.8% | +1.0% | +1.6% |
| 30D | +10.2% | +5.8% | +4.4% | +8.8% |
| 3M | +12.7% | +37.0% | -24.3% | +4.6% |
| 6M | +10.5% | +20.1% | -9.6% | +5.2% |
| YTD | +20.2% | +20.4% | -0.3% | +13.7% |
| 1Y | +24.1% | +7.4% | +16.6% | +20.2% |
| 3Y | -3.6% | -26.1% | +22.6% | -0.9% |
| 5Y | -20.9% | -38.5% | +17.6% | -17.7% |
| 10Y | +35.8% | +28.4% | +7.4% | +13.4% |
| All | +94.6% | +2,611.5% | -2,516.9% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling