+111.3%
PFE vs XLP
+523.7%
-412.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.5% |
| 7D | +1.8% | -1.0% | +2.8% | +2.7% |
| 30D | +10.2% | -0.9% | +11.1% | +11.1% |
| 3M | +12.7% | +3.8% | +8.9% | +8.3% |
| 6M | +10.5% | -1.7% | +12.3% | +11.5% |
| YTD | +20.2% | +10.3% | +9.9% | +8.3% |
| 1Y | +24.1% | +7.8% | +16.3% | +14.2% |
| 3Y | -3.6% | +27.2% | -30.8% | -25.1% |
| 5Y | -20.9% | +32.5% | -53.4% | -41.9% |
| 10Y | +35.8% | +101.8% | -66.0% | -37.4% |
| All | +111.3% | +523.7% | -412.4% | -70.2% |
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