+35.2%
PFE vs XYZ
+580.4%
-545.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -4.3% | -3.7% | -0.6% | -4.0% |
| 30D | +2.7% | +0.5% | +2.2% | +2.6% |
| 3M | +10.0% | +16.3% | -6.3% | +8.6% |
| 6M | +7.2% | +21.1% | -14.0% | +5.3% |
| YTD | +17.3% | +22.0% | -4.7% | +14.9% |
| 1Y | +20.3% | +5.2% | +15.2% | +19.0% |
| 3Y | -1.6% | +49.6% | -51.2% | -7.6% |
| 5Y | -21.4% | -68.4% | +47.1% | -19.5% |
| 10Y | +35.2% | +604.5% | -569.3% | +10.6% |
| All | +35.2% | +580.4% | -545.1% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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