+49.9%
XLE vs PFE
+35.1%
+14.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.4% | -4.6% |
| 7D | -7.2% | +4.6% | -11.8% | -7.0% |
| 30D | +0.1% | +12.3% | -12.2% | +0.5% |
| 3M | +9.2% | +21.2% | -12.0% | +9.6% |
| 6M | +8.4% | +21.1% | -12.7% | +8.7% |
| YTD | +44.9% | +30.0% | +14.8% | +42.6% |
| 1Y | +49.9% | +35.6% | +14.3% | +47.4% |
| All | +49.9% | +35.1% | +14.8% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 1y: compounded portfolio wealth divided by compounded PFE 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…
1y analysis · Full analysis span regression · 6 months rolling