+234.9%
PFE vs XRT
+549.7%
-314.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -0.7% | +4.1% | -4.8% | -2.1% |
| 30D | +5.3% | +9.9% | -4.6% | +1.9% |
| 3M | +10.1% | +2.3% | +7.9% | +9.1% |
| 6M | +18.0% | +9.6% | +8.4% | +13.9% |
| YTD | +25.8% | +9.1% | +16.7% | +21.4% |
| 1Y | +28.4% | +16.2% | +12.2% | +21.3% |
| 3Y | +20.9% | +60.1% | -39.2% | +0.5% |
| 5Y | -21.5% | -0.5% | -21.0% | -25.2% |
| 10Y | +46.2% | +145.1% | -98.9% | -11.8% |
| All | +234.9% | +549.7% | -314.8% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling