+20.8%
PFE vs XBI
+129.3%
-108.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.1% |
| 7D | -2.1% | +1.9% | -4.0% | -2.7% |
| 30D | +3.1% | +3.0% | +0.1% | +1.9% |
| 3M | +11.2% | -5.1% | +16.3% | +12.6% |
| 6M | +15.0% | +12.2% | +2.9% | +9.9% |
| YTD | +23.5% | +24.1% | -0.6% | +13.3% |
| 1Y | +18.9% | +33.1% | -14.2% | +6.3% |
| All | +20.8% | +129.3% | -108.5% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling