+106.3%
PFE vs XLY
+1,108.8%
-1,002.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | -4.3% | -2.1% | -2.2% | -3.3% |
| 30D | +2.7% | -6.0% | +8.7% | +5.7% |
| 3M | +10.0% | -2.7% | +12.7% | +11.1% |
| 6M | +7.2% | -1.5% | +8.6% | +7.4% |
| YTD | +17.3% | -5.4% | +22.8% | +19.7% |
| 1Y | +20.3% | -3.8% | +24.1% | +21.6% |
| 3Y | -1.6% | +36.6% | -38.2% | -17.9% |
| 5Y | -21.4% | +27.4% | -48.7% | -35.0% |
| 10Y | +35.2% | +218.2% | -183.0% | -34.1% |
| All | +106.3% | +1,108.8% | -1,002.5% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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