+20.4%
PFE vs XBI
+65.5%
-45.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -4.0% | -4.6% | +0.6% | -2.8% |
| 30D | +3.9% | -0.8% | +4.7% | +4.1% |
| 3M | +9.9% | +21.8% | -11.9% | +4.0% |
| 6M | +5.3% | +23.2% | -17.9% | -0.9% |
| YTD | +16.8% | +28.7% | -12.0% | +7.3% |
| 1Y | +20.4% | +67.8% | -47.3% | -5.8% |
| All | +20.4% | +65.5% | -45.1% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling