-24.0%
PFE vs XBI
+19.9%
-43.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.4% |
| 7D | -2.1% | +1.9% | -4.0% | -2.6% |
| 30D | +3.1% | +3.0% | +0.1% | +2.3% |
| 3M | +11.2% | -5.1% | +16.3% | +12.3% |
| 6M | +15.0% | +12.2% | +2.9% | +11.5% |
| YTD | +23.5% | +24.1% | -0.6% | +16.6% |
| 1Y | +18.9% | +33.1% | -14.2% | +10.4% |
| 3Y | +18.7% | +127.3% | -108.5% | -1.5% |
| 5Y | -24.0% | +20.2% | -44.3% | -41.5% |
| All | -24.0% | +19.9% | -43.9% | -41.5% |
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