+17.8%
PFE vs XLI
-0.8%
+18.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.4% |
| 7D | -3.0% | +0.9% | -3.8% | -2.8% |
| 30D | +5.2% | +1.1% | +4.1% | +5.3% |
| 3M | +12.2% | -7.7% | +19.9% | +11.6% |
| 6M | +17.8% | -1.8% | +19.6% | +15.3% |
| All | +17.8% | -0.8% | +18.6% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling