+35.6%
PFE vs XRT
+129.4%
-93.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | +1.8% | +0.8% | +0.9% | +1.5% |
| 30D | +10.2% | -4.2% | +14.4% | +11.3% |
| 3M | +12.7% | +5.1% | +7.6% | +11.2% |
| 6M | +10.5% | +2.4% | +8.1% | +9.7% |
| YTD | +20.2% | +3.2% | +17.0% | +18.9% |
| 1Y | +24.1% | +1.5% | +22.5% | +23.2% |
| 3Y | -3.6% | +40.6% | -44.1% | -11.9% |
| 5Y | -20.9% | -1.0% | -19.9% | -23.2% |
| All | +35.6% | +129.4% | -93.8% | -11.3% |
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