+194.3%
PFE vs XBI
+950.0%
-755.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +1.8% | +0.9% | +0.9% | +1.5% |
| 30D | +10.2% | +7.1% | +3.2% | +7.8% |
| 3M | +12.7% | +22.9% | -10.2% | +5.0% |
| 6M | +10.5% | +29.7% | -19.2% | +0.8% |
| YTD | +20.2% | +34.5% | -14.3% | +8.1% |
| 1Y | +24.1% | +76.1% | -52.0% | +2.0% |
| 3Y | -3.6% | +103.2% | -106.8% | -25.6% |
| 5Y | -20.9% | +22.8% | -43.7% | -30.6% |
| 10Y | +35.8% | +176.3% | -140.4% | -19.5% |
| All | +194.3% | +950.0% | -755.7% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling