-13.1%
PFE vs GTLB
-50.0%
+36.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | -2.2% |
| 7D | -2.7% | +4.6% | -7.2% | -2.8% |
| 30D | +3.8% | +21.0% | -17.1% | +3.4% |
| 3M | +10.4% | +51.7% | -41.3% | +9.2% |
| 6M | +6.3% | +89.3% | -83.0% | +4.4% |
| YTD | +17.4% | +25.6% | -8.3% | +16.5% |
| 1Y | +21.1% | -1.5% | +22.7% | +20.8% |
| 3Y | -1.6% | -9.9% | +8.3% | -2.5% |
| All | -13.1% | -50.0% | +36.9% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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