+46.2%
PFE vs XLP
+129.0%
-82.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | -0.7% | +2.3% | -3.0% | -2.4% |
| 30D | +5.3% | +9.1% | -3.8% | -1.1% |
| 3M | +10.1% | +7.9% | +2.3% | +4.1% |
| 6M | +18.0% | +9.6% | +8.4% | +10.0% |
| YTD | +25.8% | +19.4% | +6.4% | +9.7% |
| 1Y | +28.4% | +22.4% | +6.1% | +10.0% |
| 3Y | +20.9% | +43.2% | -22.3% | -8.1% |
| 5Y | -21.5% | +42.6% | -64.1% | -40.8% |
| 10Y | +46.2% | +135.4% | -89.2% | -21.7% |
| All | +46.2% | +129.0% | -82.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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