+21.9%
PFE vs XLC
+143.7%
-121.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.8% |
| 7D | +1.8% | -0.8% | +2.6% | +2.1% |
| 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% | +12.5% |
| YTD | +20.2% | -4.3% | +24.4% | +21.8% |
| 1Y | +24.1% | -0.6% | +24.6% | +23.9% |
| 3Y | -3.6% | +72.7% | -76.3% | -22.6% |
| 5Y | -20.9% | +38.0% | -58.9% | -30.8% |
| All | +21.9% | +143.7% | -121.8% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling