+35.2%
PFE vs XLI
+250.3%
-215.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | -4.3% | -0.6% | -3.7% | -4.0% |
| 30D | +2.7% | -6.9% | +9.6% | +6.1% |
| 3M | +10.0% | -1.9% | +11.9% | +10.5% |
| 6M | +7.2% | +1.0% | +6.1% | +6.0% |
| YTD | +17.3% | +11.3% | +6.0% | +10.5% |
| 1Y | +20.3% | +15.8% | +4.5% | +11.2% |
| 3Y | -1.6% | +69.8% | -71.4% | -25.3% |
| 5Y | -21.4% | +80.9% | -102.3% | -42.9% |
| 10Y | +35.2% | +257.2% | -222.0% | -40.6% |
| All | +35.2% | +250.3% | -215.0% | -40.6% |
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