+121.9%
PFE vs XLP
+577.3%
-455.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.2% |
| 7D | -0.2% | +3.5% | -3.7% | -3.4% |
| 30D | +8.7% | +11.6% | -2.9% | -2.2% |
| 3M | +15.8% | +7.6% | +8.1% | +7.7% |
| 6M | +16.8% | +10.0% | +6.8% | +5.9% |
| YTD | +26.2% | +19.7% | +6.5% | +5.0% |
| 1Y | +29.9% | +23.5% | +6.5% | +4.9% |
| 3Y | +15.9% | +44.0% | -28.0% | -20.1% |
| 5Y | -20.6% | +42.7% | -63.3% | -45.7% |
| 10Y | +65.4% | +131.3% | -66.0% | -33.6% |
| All | +121.9% | +577.3% | -455.3% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling