+0.7%
PFE vs XLI
+72.5%
-71.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.4% |
| 7D | +1.8% | -1.1% | +2.8% | +2.1% |
| 30D | +10.2% | -5.9% | +16.2% | +12.6% |
| 3M | +12.7% | -0.3% | +12.9% | +12.2% |
| 6M | +10.5% | +0.1% | +10.4% | +9.8% |
| YTD | +20.2% | +13.6% | +6.6% | +12.8% |
| 1Y | +24.1% | +17.2% | +6.9% | +15.0% |
| All | +0.7% | +72.5% | -71.8% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling