+60.6%
PFE vs GS
+494.8%
-434.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | -3.7% | -3.2% | -0.5% | -3.0% |
| 30D | +5.0% | -2.4% | +7.4% | +5.4% |
| 3M | +12.2% | -15.7% | +27.9% | +16.3% |
| 6M | +14.6% | -6.8% | +21.3% | +15.2% |
| YTD | +24.1% | -0.1% | +24.2% | +22.2% |
| 1Y | +26.6% | +12.1% | +14.5% | +21.1% |
| 3Y | +14.3% | +185.8% | -171.5% | -15.4% |
| 5Y | -21.9% | +140.1% | -162.0% | -40.5% |
| All | +60.6% | +494.8% | -434.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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