+49.6%
PFE vs XRT
+163.3%
-113.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -1.4% |
| 7D | -4.7% | +2.5% | -7.2% | -5.3% |
| 30D | +3.4% | +10.3% | -7.0% | +1.0% |
| 3M | +9.2% | +2.4% | +6.9% | +8.5% |
| 6M | +15.8% | +10.0% | +5.8% | +13.0% |
| YTD | +23.4% | +9.5% | +13.9% | +20.5% |
| 1Y | +25.8% | +17.2% | +8.7% | +20.9% |
| 3Y | +17.8% | +62.0% | -44.1% | +4.4% |
| 5Y | -20.2% | -2.1% | -18.1% | -22.1% |
| 10Y | +49.6% | +152.6% | -103.0% | -2.2% |
| All | +49.6% | +163.3% | -113.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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