+35.8%
PFE vs GS
+657.0%
-621.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +1.8% | +0.9% | +0.8% | +1.5% |
| 30D | +10.2% | -1.6% | +11.8% | +10.5% |
| 3M | +12.7% | -4.5% | +17.2% | +13.3% |
| 6M | +10.5% | +20.9% | -10.3% | +4.8% |
| YTD | +20.2% | +19.9% | +0.3% | +13.7% |
| 1Y | +24.1% | +41.4% | -17.3% | +12.6% |
| 3Y | -3.6% | +239.2% | -242.7% | -31.4% |
| 5Y | -20.9% | +185.0% | -205.9% | -42.1% |
| All | +35.8% | +657.0% | -621.2% | -37.4% |
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