+228.6%
PFE vs XME
+184.7%
+44.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.7% |
| 7D | -4.7% | +0.9% | -5.6% | -5.0% |
| 30D | +3.4% | -7.3% | +10.7% | +4.8% |
| 3M | +9.2% | -14.8% | +24.0% | +12.5% |
| 6M | +15.8% | -18.4% | +34.2% | +19.8% |
| YTD | +23.4% | -4.7% | +28.1% | +22.7% |
| 1Y | +25.8% | +5.7% | +20.1% | +22.1% |
| 3Y | +17.8% | +104.0% | -86.1% | -2.9% |
| 5Y | -20.2% | +122.4% | -142.6% | -37.1% |
| 10Y | +49.6% | +285.4% | -235.8% | -2.1% |
| All | +228.6% | +184.7% | +44.0% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling