+172.7%
XLE vs PFE
+36.0%
+136.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.5% |
| 7D | +2.2% | +1.8% | +0.4% | +1.6% |
| 30D | +11.8% | +10.2% | +1.5% | +8.2% |
| 3M | +9.8% | +12.7% | -2.9% | +5.3% |
| 6M | +15.6% | +10.5% | +5.0% | +11.2% |
| YTD | +45.3% | +20.2% | +25.1% | +35.6% |
| 1Y | +48.3% | +24.1% | +24.2% | +36.1% |
| 3Y | +55.4% | -3.6% | +59.0% | +54.0% |
| 5Y | +216.1% | -20.9% | +237.0% | +222.9% |
| All | +172.7% | +36.0% | +136.7% | +113.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling