+21.0%
PFE vs XRT
+58.7%
-37.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.7% | +1.7% | -3.4% | -2.2% |
| 30D | +0.3% | +7.5% | -7.1% | -1.7% |
| 3M | +9.4% | +2.2% | +7.2% | +8.6% |
| 6M | +14.9% | +14.7% | +0.2% | +10.3% |
| YTD | +23.8% | +7.5% | +16.3% | +20.8% |
| 1Y | +19.5% | +14.1% | +5.4% | +14.7% |
| 3Y | +21.0% | +58.8% | -37.7% | +13.3% |
| All | +21.0% | +58.7% | -37.6% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling