+50.3%
PFE vs XYZ
+638.9%
-588.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +1.8% | -1.0% | +2.7% | +1.8% |
| 30D | +10.2% | -1.7% | +11.9% | +10.3% |
| 3M | +12.7% | +16.7% | -4.1% | +11.3% |
| 6M | +10.5% | +26.9% | -16.3% | +8.3% |
| YTD | +20.2% | +27.1% | -7.0% | +17.4% |
| 1Y | +24.1% | +9.3% | +14.8% | +22.4% |
| 3Y | -3.6% | +42.3% | -45.8% | -8.8% |
| 5Y | -20.9% | -69.3% | +48.5% | -19.0% |
| 10Y | +35.8% | +586.8% | -551.0% | +7.4% |
| All | +50.3% | +638.9% | -588.6% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling