-24.0%
PFE vs XRT
-4.1%
-19.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.7% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | +3.1% | +7.5% | -4.4% | +1.6% |
| 3M | +11.2% | +2.3% | +8.8% | +10.6% |
| 6M | +15.0% | +12.8% | +2.2% | +12.2% |
| YTD | +23.5% | +7.1% | +16.5% | +21.6% |
| 1Y | +18.9% | +12.3% | +6.6% | +16.0% |
| 3Y | +18.7% | +57.0% | -38.3% | +9.9% |
| 5Y | -24.0% | -4.3% | -19.7% | -42.4% |
| All | -24.0% | -4.1% | -19.9% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling