-20.7%
PFE vs XHB
+37.5%
-58.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | +1.8% | -1.3% | +3.0% | +2.0% |
| 30D | +10.2% | -6.9% | +17.1% | +11.9% |
| 3M | +12.7% | -1.3% | +13.9% | +12.6% |
| 6M | +10.5% | -6.8% | +17.3% | +11.7% |
| YTD | +20.2% | +0.7% | +19.4% | +19.1% |
| 1Y | +24.1% | -11.2% | +35.3% | +26.5% |
| 3Y | -3.6% | +25.3% | -28.9% | -8.6% |
| All | -20.7% | +37.5% | -58.2% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling