+234.9%
PFE vs XME
+179.0%
+56.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +0.9% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +5.3% | -9.2% | +14.5% | +7.3% |
| 3M | +10.1% | -17.8% | +27.9% | +14.3% |
| 6M | +18.0% | -20.0% | +38.1% | +22.6% |
| YTD | +25.8% | -6.6% | +32.4% | +25.6% |
| 1Y | +28.4% | +1.8% | +26.7% | +25.6% |
| 3Y | +20.9% | +98.7% | -77.8% | +0.1% |
| 5Y | -21.5% | +123.9% | -145.4% | -38.2% |
| 10Y | +46.2% | +277.9% | -231.7% | -3.9% |
| All | +234.9% | +179.0% | +56.0% | +104.3% |
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