+48.8%
PFE vs XBI
+129.6%
-80.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.7% | -1.1% | -0.6% | -1.4% |
| 30D | +0.3% | +2.6% | -2.2% | -0.5% |
| 3M | +9.4% | -4.0% | +13.4% | +10.2% |
| 6M | +14.9% | +10.9% | +4.0% | +11.2% |
| YTD | +23.8% | +23.6% | +0.2% | +16.1% |
| 1Y | +19.5% | +35.1% | -15.6% | +9.6% |
| 3Y | +21.0% | +125.2% | -104.1% | -3.2% |
| 5Y | -23.9% | +19.7% | -43.6% | -30.8% |
| All | +48.8% | +129.6% | -80.8% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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