-22.2%
PFE vs XYZ
-69.7%
+47.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.4% |
| 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% | +20.0% |
| 3Y | -1.6% | +50.9% | -52.5% | -6.4% |
| 5Y | -22.2% | -68.6% | +46.4% | -34.1% |
| All | -22.2% | -69.7% | +47.6% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling