-1.6%
PFE vs XLU
+51.6%
-53.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | -2.7% | +2.1% | -4.8% | -3.3% |
| 30D | +3.8% | -0.4% | +4.2% | +3.9% |
| 3M | +10.4% | +0.5% | +9.9% | +10.0% |
| 6M | +6.3% | -5.8% | +12.0% | +8.1% |
| YTD | +17.4% | +3.1% | +14.2% | +15.7% |
| 1Y | +21.1% | +8.1% | +13.0% | +17.5% |
| 3Y | -1.6% | +50.5% | -52.1% | -13.2% |
| All | -1.6% | +51.6% | -53.2% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling