+20.3%
PFE vs XHB
-16.0%
+36.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -4.3% | -1.9% | -2.4% | -3.9% |
| 30D | +2.7% | -8.3% | +11.0% | +4.7% |
| 3M | +10.0% | -7.1% | +17.1% | +11.3% |
| 6M | +7.2% | -5.3% | +12.4% | +7.9% |
| YTD | +17.3% | -3.2% | +20.5% | +16.1% |
| 1Y | +20.3% | -13.9% | +34.2% | +33.5% |
| All | +20.3% | -16.0% | +36.3% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling