-2.5%
PFE vs GS
+239.2%
-241.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +1.8% | +0.9% | +0.8% | +1.6% |
| 30D | +10.2% | -1.6% | +11.8% | +10.4% |
| 3M | +12.7% | -4.5% | +17.2% | +13.1% |
| 6M | +10.5% | +20.9% | -10.3% | +6.5% |
| YTD | +20.2% | +19.9% | +0.3% | +15.5% |
| 1Y | +24.1% | +41.4% | -17.3% | +15.7% |
| All | -2.5% | +239.2% | -241.7% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling