+54.4%
PFE vs XYZ
+690.7%
-636.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -0.8% |
| 7D | -4.7% | +14.9% | -19.6% | -5.7% |
| 30D | +3.4% | +14.7% | -11.3% | +2.2% |
| 3M | +9.2% | +12.1% | -2.9% | +8.2% |
| 6M | +15.8% | +18.3% | -2.5% | +14.1% |
| YTD | +23.4% | +36.1% | -12.6% | +19.9% |
| 1Y | +25.8% | +35.3% | -9.5% | +22.2% |
| 3Y | +17.8% | +73.5% | -55.6% | +9.9% |
| 5Y | -20.2% | -61.6% | +41.4% | -19.8% |
| 10Y | +49.6% | +638.0% | -588.4% | +17.6% |
| All | +54.4% | +690.7% | -636.3% | +19.3% |
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