-1.6%
PFE vs XYZ
+43.0%
-44.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.1% |
| 7D | -2.7% | +2.9% | -5.5% | -2.8% |
| 30D | +3.8% | +1.4% | +2.5% | +3.7% |
| 3M | +10.4% | +14.6% | -4.2% | +9.5% |
| 6M | +6.3% | +20.8% | -14.5% | +4.9% |
| YTD | +17.4% | +23.1% | -5.7% | +15.5% |
| 1Y | +21.1% | +5.6% | +15.5% | +19.9% |
| 3Y | -1.6% | +50.9% | -52.5% | -9.9% |
| All | -1.6% | +43.0% | -44.6% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling