+32.8%
PFE vs XLU
+140.5%
-107.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.6% | -1.6% | -1.0% | -1.9% |
| 30D | +5.4% | -3.3% | +8.7% | +6.9% |
| 3M | +7.8% | -3.2% | +10.9% | +9.1% |
| 6M | +5.0% | -7.0% | +12.0% | +8.2% |
| YTD | +17.1% | +0.6% | +16.4% | +16.1% |
| 1Y | +19.3% | +2.4% | +16.9% | +17.3% |
| 3Y | -0.9% | +46.3% | -47.2% | -18.5% |
| 5Y | -20.8% | +44.0% | -64.7% | -34.8% |
| All | +32.8% | +140.5% | -107.6% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling