+35.6%
PFE vs XLB
+161.2%
-125.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +1.8% | -1.4% | +3.1% | +2.4% |
| 30D | +10.2% | -0.4% | +10.6% | +10.4% |
| 3M | +12.7% | +2.0% | +10.7% | +11.4% |
| 6M | +10.5% | +1.8% | +8.7% | +9.2% |
| YTD | +20.2% | +16.6% | +3.6% | +11.2% |
| 1Y | +24.1% | +16.9% | +7.1% | +14.6% |
| 3Y | -3.6% | +32.6% | -36.1% | -16.3% |
| 5Y | -20.9% | +35.6% | -56.5% | -33.1% |
| All | +35.6% | +161.2% | -125.6% | -24.8% |
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