+46.2%
PFE vs XLB
+166.1%
-119.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | +5.3% | +6.9% | -1.6% | +2.2% |
| 3M | +10.1% | -0.2% | +10.3% | +10.1% |
| 6M | +18.0% | +3.3% | +14.7% | +15.9% |
| YTD | +25.8% | +18.0% | +7.8% | +15.9% |
| 1Y | +28.4% | +24.2% | +4.2% | +15.5% |
| 3Y | +20.9% | +44.7% | -23.8% | +1.0% |
| 5Y | -21.5% | +31.6% | -53.1% | -32.5% |
| 10Y | +46.2% | +164.2% | -118.0% | -11.9% |
| All | +46.2% | +166.1% | -119.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling