-21.0%
PFE vs XBI
+18.4%
-39.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -4.0% | -4.6% | +0.6% | -3.0% |
| 30D | +3.9% | -0.8% | +4.7% | +4.0% |
| 3M | +9.9% | +21.8% | -11.9% | +4.9% |
| 6M | +5.3% | +23.2% | -17.9% | +0.1% |
| YTD | +16.8% | +28.7% | -12.0% | +9.7% |
| 1Y | +20.4% | +67.8% | -47.3% | +6.6% |
| 3Y | -2.1% | +100.6% | -102.7% | -16.8% |
| 5Y | -21.0% | +19.8% | -40.8% | -37.5% |
| All | -21.0% | +18.4% | -39.4% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling