+45.6%
PFE vs XHB
+257.8%
-212.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.4% |
| 7D | -3.3% | +1.3% | -4.6% | -3.6% |
| 30D | +4.9% | +11.8% | -6.9% | +1.9% |
| 3M | +10.8% | -3.8% | +14.7% | +11.7% |
| 6M | +17.5% | +4.1% | +13.4% | +15.7% |
| YTD | +25.3% | +4.0% | +21.3% | +22.9% |
| 1Y | +27.7% | +1.6% | +26.1% | +26.0% |
| 3Y | +19.6% | +43.2% | -23.6% | +7.1% |
| 5Y | -19.0% | +35.8% | -54.9% | -28.1% |
| All | +45.6% | +257.8% | -212.3% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling