+50.7%
PFE vs XLI
+233.2%
-182.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.3% |
| 7D | -3.0% | +0.9% | -3.8% | -3.4% |
| 30D | +5.2% | +1.1% | +4.1% | +4.5% |
| 3M | +12.2% | -7.7% | +19.9% | +16.1% |
| 6M | +17.8% | -1.8% | +19.6% | +18.0% |
| YTD | +26.2% | +11.1% | +15.1% | +18.9% |
| 1Y | +23.2% | +12.1% | +11.1% | +15.5% |
| 3Y | +21.3% | +73.8% | -52.6% | -8.6% |
| 5Y | -23.1% | +73.8% | -96.8% | -42.8% |
| 10Y | +50.7% | +231.7% | -181.0% | -15.3% |
| All | +50.7% | +233.2% | -182.5% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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