+28.4%
PFE vs XHB
-1.4%
+29.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +1.0% |
| 7D | -0.7% | +1.2% | -1.9% | -0.9% |
| 30D | +5.3% | +8.9% | -3.5% | +3.7% |
| 3M | +10.1% | -4.2% | +14.3% | +10.9% |
| 6M | +18.0% | +1.4% | +16.7% | +17.0% |
| YTD | +25.8% | +1.2% | +24.6% | +23.6% |
| 1Y | +28.4% | -1.3% | +29.7% | +27.7% |
| All | +28.4% | -1.4% | +29.8% | +27.7% |
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