-21.5%
PFE vs XME
+110.8%
-132.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -5.0% | -2.0% |
| 7D | -3.7% | -4.5% | +0.8% | -3.2% |
| 30D | +5.0% | -10.9% | +15.8% | +6.3% |
| 3M | +12.2% | -15.3% | +27.4% | +14.2% |
| 6M | +14.6% | -24.6% | +39.2% | +18.2% |
| YTD | +24.1% | -9.6% | +33.8% | +24.3% |
| 1Y | +26.6% | +2.9% | +23.7% | +24.2% |
| 3Y | +14.3% | +86.9% | -72.6% | +1.4% |
| All | -21.5% | +110.8% | -132.3% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling