+35.2%
PFE vs XHB
+202.9%
-167.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -4.3% | -1.9% | -2.4% | -3.8% |
| 30D | +2.7% | -8.3% | +11.0% | +5.0% |
| 3M | +10.0% | -7.1% | +17.1% | +11.7% |
| 6M | +7.2% | -5.3% | +12.4% | +8.0% |
| YTD | +17.3% | -3.2% | +20.5% | +17.3% |
| 1Y | +20.3% | -13.9% | +34.2% | +24.0% |
| 3Y | -1.6% | +24.9% | -26.5% | -8.9% |
| 5Y | -21.4% | +34.5% | -55.9% | -30.2% |
| 10Y | +35.2% | +215.5% | -180.2% | -12.4% |
| All | +35.2% | +202.9% | -167.7% | -12.4% |
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