+23.2%
PFE vs XLC
-2.9%
+26.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -3.0% | +3.5% | -6.4% | -3.7% |
| 30D | +5.2% | -2.6% | +7.8% | +5.9% |
| 3M | +12.2% | -2.1% | +14.3% | +12.6% |
| 6M | +17.8% | -5.5% | +23.3% | +19.7% |
| YTD | +26.2% | -6.9% | +33.1% | +29.7% |
| 1Y | +23.2% | -3.7% | +26.9% | +21.4% |
| All | +23.2% | -2.9% | +26.1% | +21.4% |
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