+194.3%
PFE vs XHB
+173.9%
+20.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | +1.8% | -1.3% | +3.0% | +2.1% |
| 30D | +10.2% | -6.9% | +17.1% | +12.5% |
| 3M | +12.7% | -1.3% | +13.9% | +12.6% |
| 6M | +10.5% | -6.8% | +17.3% | +12.0% |
| YTD | +20.2% | +0.7% | +19.4% | +18.8% |
| 1Y | +24.1% | -11.2% | +35.3% | +27.3% |
| 3Y | -3.6% | +25.3% | -28.9% | -12.2% |
| 5Y | -20.9% | +37.3% | -58.2% | -31.6% |
| 10Y | +35.8% | +211.5% | -175.7% | -13.3% |
| All | +194.3% | +173.9% | +20.4% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling