+48.5%
PFE vs GS
+450.3%
-401.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.8% |
| 7D | -2.1% | +5.1% | -7.2% | -3.2% |
| 30D | +3.1% | +2.4% | +0.7% | +2.4% |
| 3M | +11.2% | -11.5% | +22.7% | +13.9% |
| 6M | +15.0% | -2.5% | +17.6% | +14.6% |
| YTD | +23.5% | +5.5% | +18.1% | +20.2% |
| 1Y | +18.9% | +11.0% | +7.9% | +14.2% |
| 3Y | +18.7% | +200.1% | -181.3% | -12.5% |
| 5Y | -24.0% | +154.7% | -178.7% | -42.6% |
| All | +48.5% | +450.3% | -401.8% | -6.8% |
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