+49.6%
PFE vs XLB
+173.6%
-124.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.5% | -1.4% |
| 7D | -4.7% | -1.4% | -3.3% | -4.1% |
| 30D | +3.4% | +7.1% | -3.7% | +0.2% |
| 3M | +9.2% | +0.6% | +8.6% | +8.9% |
| 6M | +15.8% | +3.5% | +12.3% | +13.7% |
| YTD | +23.4% | +18.2% | +5.2% | +13.6% |
| 1Y | +25.8% | +25.6% | +0.2% | +12.6% |
| 3Y | +17.8% | +46.7% | -28.8% | -2.2% |
| 5Y | -20.2% | +30.9% | -51.1% | -31.2% |
| 10Y | +49.6% | +167.7% | -118.2% | -14.4% |
| All | +49.6% | +173.6% | -124.0% | -14.4% |
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