-21.5%
PFE vs XLP
+40.8%
-62.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -0.8% |
| 7D | -3.7% | +0.7% | -4.4% | -4.1% |
| 30D | +5.0% | +10.3% | -5.3% | -1.2% |
| 3M | +12.2% | +6.5% | +5.6% | +7.8% |
| 6M | +14.6% | +8.4% | +6.2% | +8.7% |
| YTD | +24.1% | +18.2% | +5.9% | +10.9% |
| 1Y | +26.6% | +22.4% | +4.1% | +10.5% |
| 3Y | +14.3% | +41.9% | -27.6% | -8.5% |
| All | -21.5% | +40.8% | -62.3% | -32.5% |
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