+167.2%
XLE vs PFE
+61.4%
+105.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -12.0% | -3.7% | -8.3% | -11.0% |
| 30D | -2.7% | +5.0% | -7.7% | -4.4% |
| 3M | +6.6% | +12.2% | -5.6% | +2.4% |
| 6M | +9.5% | +14.6% | -5.0% | +4.3% |
| YTD | +40.6% | +24.1% | +16.4% | +29.6% |
| 1Y | +43.6% | +26.6% | +17.0% | +31.3% |
| 3Y | +58.1% | +14.3% | +43.8% | +46.8% |
| 5Y | +152.2% | -21.9% | +174.1% | +161.8% |
| All | +167.2% | +61.4% | +105.8% | +90.9% |
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