+16.2%
PFE vs GS
+184.4%
-168.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.4% | +3.4% | -2.2% |
| 7D | -0.2% | -6.3% | +6.1% | +0.5% |
| 30D | +8.7% | -3.1% | +11.8% | +9.0% |
| 3M | +15.8% | -17.7% | +33.4% | +18.3% |
| 6M | +16.8% | -4.6% | +21.4% | +16.4% |
| YTD | +26.2% | +0.3% | +25.9% | +24.3% |
| 1Y | +29.9% | +11.7% | +18.2% | +25.7% |
| All | +16.2% | +184.4% | -168.2% | +4.5% |
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 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