+163.9%
XLE vs PFE
+45.6%
+118.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | -7.9% | -4.7% | -3.2% | -6.5% |
| 30D | -4.8% | +3.4% | -8.2% | -6.0% |
| 3M | +8.4% | +9.2% | -0.9% | +5.0% |
| 6M | +12.7% | +15.8% | -3.1% | +6.8% |
| YTD | +41.3% | +23.4% | +17.8% | +30.5% |
| 1Y | +42.3% | +25.8% | +16.5% | +30.3% |
| 3Y | +65.1% | +17.8% | +47.2% | +51.3% |
| 5Y | +150.2% | -20.2% | +170.4% | +156.5% |
| 10Y | +163.9% | +49.6% | +114.3% | +90.5% |
| All | +163.9% | +45.6% | +118.4% | +90.5% |
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