+23.2%
PFE vs XLP
+22.6%
+0.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | -3.0% | -0.5% | -2.4% | -2.7% |
| 30D | +5.2% | +8.3% | -3.1% | +1.7% |
| 3M | +12.2% | +8.7% | +3.6% | +8.3% |
| 6M | +17.8% | +11.2% | +6.6% | +12.6% |
| YTD | +26.2% | +20.0% | +6.2% | +17.0% |
| 1Y | +23.2% | +21.3% | +1.8% | +13.3% |
| All | +23.2% | +22.6% | +0.6% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling