+49.6%
PFE vs EXEL
+445.6%
-396.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -0.9% |
| 7D | -4.7% | +2.3% | -7.0% | -5.0% |
| 30D | +3.4% | +19.8% | -16.5% | +1.1% |
| 3M | +9.2% | +32.7% | -23.4% | +5.4% |
| 6M | +15.8% | +49.0% | -33.1% | +10.0% |
| YTD | +23.4% | +63.7% | -40.2% | +15.6% |
| 1Y | +25.8% | +75.8% | -50.0% | +16.8% |
| 3Y | +17.8% | +241.3% | -223.4% | -0.9% |
| 5Y | -20.2% | +289.0% | -309.2% | -34.7% |
| 10Y | +49.6% | +377.6% | -328.0% | +15.7% |
| All | +49.6% | +445.6% | -396.0% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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