+117.7%
PFE vs XLU
+654.8%
-537.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -1.7% | +2.1% | -3.8% | -2.7% |
| 30D | +0.3% | +5.6% | -5.2% | -2.3% |
| 3M | +9.4% | +0.7% | +8.6% | +8.8% |
| 6M | +14.9% | -0.1% | +14.9% | +14.5% |
| YTD | +23.8% | +5.3% | +18.5% | +19.8% |
| 1Y | +19.5% | +2.2% | +17.4% | +17.5% |
| 3Y | +21.0% | +61.6% | -40.6% | -7.1% |
| 5Y | -23.9% | +53.6% | -77.5% | -40.7% |
| 10Y | +47.8% | +162.3% | -114.4% | -15.2% |
| All | +117.7% | +654.8% | -537.1% | -31.7% |
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