-21.4%
PFE vs XLU
+43.5%
-64.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.4% |
| 7D | -4.3% | +0.6% | -4.9% | -4.5% |
| 30D | +2.7% | -0.4% | +3.1% | +2.8% |
| 3M | +10.0% | -1.7% | +11.7% | +10.6% |
| 6M | +7.2% | -7.1% | +14.3% | +10.1% |
| YTD | +17.3% | +1.9% | +15.4% | +15.8% |
| 1Y | +20.3% | +6.1% | +14.2% | +16.6% |
| 3Y | -1.6% | +48.8% | -50.4% | -18.3% |
| 5Y | -21.4% | +43.8% | -65.2% | -33.2% |
| All | -21.4% | +43.5% | -64.8% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling