+24.1%
PFE vs XLC
0.0%
+24.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.9% |
| 7D | +1.8% | -0.8% | +2.6% | +2.0% |
| 30D | +10.2% | +1.0% | +9.2% | +9.8% |
| 3M | +12.7% | -0.7% | +13.4% | +12.8% |
| 6M | +10.5% | -5.1% | +15.7% | +12.1% |
| YTD | +20.2% | -4.3% | +24.4% | +21.6% |
| 1Y | +24.1% | -0.6% | +24.6% | +24.5% |
| All | +24.1% | 0.0% | +24.1% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling