+122.0%
PFE vs EXEL
+340.0%
-218.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | -3.7% | +0.3% | -4.0% | -3.7% |
| 30D | +5.0% | +19.0% | -14.1% | +3.3% |
| 3M | +12.2% | +33.3% | -21.1% | +9.2% |
| 6M | +14.6% | +42.9% | -28.3% | +10.7% |
| YTD | +24.1% | +58.7% | -34.6% | +18.5% |
| 1Y | +26.6% | +70.5% | -44.0% | +20.0% |
| 3Y | +14.3% | +233.8% | -219.5% | +0.8% |
| 5Y | -21.9% | +259.3% | -281.3% | -32.2% |
| 10Y | +62.6% | +484.1% | -421.5% | +29.6% |
| All | +122.0% | +340.0% | -218.0% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling