+48.5%
PFE vs XLB
+164.1%
-115.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.5% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +3.1% | +5.3% | -2.2% | +0.7% |
| 3M | +11.2% | 0.0% | +11.2% | +11.1% |
| 6M | +15.0% | +1.2% | +13.8% | +14.1% |
| YTD | +23.5% | +16.9% | +6.6% | +14.3% |
| 1Y | +18.9% | +20.9% | -2.0% | +8.3% |
| 3Y | +18.7% | +43.3% | -24.6% | -0.3% |
| 5Y | -24.0% | +28.3% | -52.3% | -33.8% |
| All | +48.5% | +164.1% | -115.6% | -3.8% |
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