-23.8%
PFE vs XLI
+69.5%
-93.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.7% | +3.8% | -5.5% | -3.0% |
| 30D | +0.3% | +1.0% | -0.7% | -0.1% |
| 3M | +9.4% | -8.9% | +18.3% | +13.0% |
| 6M | +14.9% | -2.3% | +17.2% | +15.2% |
| YTD | +23.8% | +9.7% | +14.1% | +18.1% |
| 1Y | +19.5% | +12.3% | +7.2% | +13.0% |
| 3Y | +21.0% | +71.5% | -50.4% | -3.4% |
| All | -23.8% | +69.5% | -93.2% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling