+111.3%
PFE vs XLU
+633.0%
-521.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +1.8% | +0.8% | +0.9% | +1.3% |
| 30D | +10.2% | -1.3% | +11.6% | +10.9% |
| 3M | +12.7% | -1.3% | +14.0% | +13.2% |
| 6M | +10.5% | -7.6% | +18.2% | +14.6% |
| YTD | +20.2% | +2.3% | +17.9% | +18.2% |
| 1Y | +24.1% | +5.8% | +18.3% | +19.8% |
| 3Y | -3.6% | +50.5% | -54.1% | -23.3% |
| 5Y | -20.9% | +44.1% | -65.0% | -36.2% |
| 10Y | +35.8% | +138.2% | -102.4% | -18.3% |
| All | +111.3% | +633.0% | -521.7% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling