+21.1%
PFE vs XLP
+11.5%
+9.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.7% | +1.0% |
| 7D | +4.6% | +5.9% | -1.3% | +1.8% |
| 30D | +12.3% | +13.5% | -1.1% | +6.7% |
| 3M | +21.2% | +8.4% | +12.8% | +17.1% |
| 6M | +21.1% | +11.5% | +9.5% | +16.0% |
| All | +21.1% | +11.5% | +9.5% | +16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling