-23.8%
PFE vs EXEL
+281.2%
-305.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | +0.3% | +13.1% | -12.8% | -1.1% |
| 3M | +9.4% | +36.3% | -27.0% | +5.5% |
| 6M | +14.9% | +34.5% | -19.6% | +10.8% |
| YTD | +23.8% | +57.4% | -33.6% | +17.0% |
| 1Y | +19.5% | +62.9% | -43.4% | +12.4% |
| 3Y | +21.0% | +229.5% | -208.5% | +3.6% |
| All | -23.8% | +281.2% | -305.0% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling