+134.3%
PFE vs GS
+1,690.5%
-1,556.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -0.9% | +1.8% |
| 7D | +4.6% | +0.3% | +4.2% | +4.5% |
| 30D | +12.3% | +3.9% | +8.5% | +11.3% |
| 3M | +21.2% | -11.4% | +32.6% | +24.2% |
| 6M | +21.1% | +3.7% | +17.4% | +19.1% |
| YTD | +30.0% | +7.1% | +22.9% | +26.4% |
| 1Y | +35.6% | +19.7% | +15.9% | +28.4% |
| 3Y | +19.5% | +202.8% | -183.4% | -10.3% |
| 5Y | -9.3% | +156.7% | -166.0% | -30.2% |
| 10Y | +70.4% | +548.7% | -478.3% | +1.5% |
| All | +134.3% | +1,690.5% | -1,556.2% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling