+17.8%
PFE vs XHB
+41.0%
-23.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.4% |
| 7D | -4.7% | +1.3% | -6.0% | -5.0% |
| 30D | +3.4% | +11.8% | -8.4% | +0.6% |
| 3M | +9.2% | -3.8% | +13.1% | +10.1% |
| 6M | +15.8% | +4.1% | +11.7% | +14.0% |
| YTD | +23.4% | +4.0% | +19.5% | +21.0% |
| 1Y | +25.8% | +1.6% | +24.3% | +24.1% |
| 3Y | +17.8% | +43.2% | -25.3% | +23.6% |
| All | +17.8% | +41.0% | -23.1% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling