+48.8%
PFE vs XYZ
+597.9%
-549.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | 0.0% |
| 7D | -1.7% | -1.1% | -0.6% | -1.6% |
| 30D | +0.3% | +11.5% | -11.2% | -0.6% |
| 3M | +9.4% | +1.8% | +7.6% | +9.1% |
| 6M | +14.9% | +21.2% | -6.3% | +12.9% |
| YTD | +23.8% | +29.9% | -6.1% | +20.5% |
| 1Y | +19.5% | +35.8% | -16.2% | +15.9% |
| 3Y | +21.0% | +62.6% | -41.6% | +12.9% |
| 5Y | -23.9% | -62.8% | +38.9% | -23.1% |
| All | +48.8% | +597.9% | -549.1% | +11.7% |
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