+63.3%
PFE vs GS
+497.0%
-433.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.4% | +3.4% | -1.5% |
| 7D | -0.2% | -6.3% | +6.1% | +1.2% |
| 30D | +8.7% | -3.1% | +11.8% | +9.3% |
| 3M | +15.8% | -17.7% | +33.4% | +20.6% |
| 6M | +16.8% | -4.6% | +21.4% | +16.9% |
| YTD | +26.2% | +0.3% | +25.9% | +24.1% |
| 1Y | +29.9% | +11.7% | +18.2% | +24.4% |
| 3Y | +15.9% | +183.6% | -167.6% | -14.0% |
| 5Y | -20.6% | +141.0% | -161.6% | -39.6% |
| All | +63.3% | +497.0% | -433.7% | -16.2% |
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