+179.2%
XLE vs PFE
+46.7%
+132.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +5.4% | -1.7% | +7.1% | +6.0% |
| 30D | -3.9% | +0.3% | -4.3% | -4.2% |
| 3M | +7.0% | +9.4% | -2.4% | +3.7% |
| 6M | +14.2% | +14.9% | -0.7% | +8.6% |
| YTD | +48.2% | +23.8% | +24.4% | +36.7% |
| 1Y | +47.7% | +19.5% | +28.2% | +37.7% |
| 3Y | +70.0% | +21.0% | +49.0% | +54.2% |
| 5Y | +169.1% | -23.9% | +193.0% | +183.4% |
| All | +179.2% | +46.7% | +132.5% | +101.0% |
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