+163.9%
XLE vs PFE
+47.0%
+117.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -6.7% | -0.7% | -6.0% | -6.5% |
| 30D | -4.4% | +5.3% | -9.7% | -6.1% |
| 3M | +4.0% | +10.1% | -6.1% | +0.5% |
| 6M | +13.2% | +18.0% | -4.9% | +6.7% |
| YTD | +41.9% | +25.8% | +16.1% | +30.2% |
| 1Y | +41.6% | +28.4% | +13.2% | +28.8% |
| 3Y | +64.0% | +20.9% | +43.1% | +49.0% |
| 5Y | +158.1% | -21.5% | +179.6% | +168.4% |
| 10Y | +163.9% | +46.2% | +117.7% | +90.1% |
| All | +163.9% | +47.0% | +117.0% | +90.1% |
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