+48.8%
PFE vs XME
+260.6%
-211.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +0.3% | -6.1% | +6.5% | +1.3% |
| 3M | +9.4% | -18.6% | +28.0% | +13.1% |
| 6M | +14.9% | -23.9% | +38.8% | +19.7% |
| YTD | +23.8% | -9.3% | +33.1% | +24.1% |
| 1Y | +19.5% | +1.8% | +17.8% | +17.1% |
| 3Y | +21.0% | +93.0% | -72.0% | +2.7% |
| 5Y | -23.9% | +107.0% | -130.9% | -37.6% |
| All | +48.8% | +260.6% | -211.8% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling