-20.7%
PFE vs XLP
+32.7%
-53.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.7% |
| 7D | +1.8% | -1.0% | +2.8% | +2.4% |
| 30D | +10.2% | -0.9% | +11.1% | +10.8% |
| 3M | +12.7% | +3.8% | +8.9% | +9.8% |
| 6M | +10.5% | -1.7% | +12.3% | +11.5% |
| YTD | +20.2% | +10.3% | +9.9% | +12.0% |
| 1Y | +24.1% | +7.8% | +16.3% | +17.4% |
| 3Y | -3.6% | +27.2% | -30.8% | -17.7% |
| All | -20.7% | +32.7% | -53.5% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling