+50.7%
PFE vs XRT
+145.8%
-95.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.0% | -1.4% | -1.5% | -2.6% |
| 30D | +5.2% | +9.8% | -4.6% | +2.9% |
| 3M | +12.2% | +3.3% | +9.0% | +11.3% |
| 6M | +17.8% | +13.6% | +4.2% | +14.1% |
| YTD | +26.2% | +9.1% | +17.1% | +23.3% |
| 1Y | +23.2% | +15.1% | +8.1% | +18.8% |
| 3Y | +21.3% | +59.9% | -38.7% | +7.7% |
| 5Y | -23.1% | -1.7% | -21.4% | -25.0% |
| 10Y | +50.7% | +141.1% | -90.4% | +2.2% |
| All | +50.7% | +145.8% | -95.1% | +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