+42.4%
XLE vs PFE
+28.3%
+14.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | -0.2% | -3.0% | +2.7% | -0.4% |
| 30D | -4.0% | +5.2% | -9.2% | -3.8% |
| 3M | +4.6% | +12.2% | -7.6% | +5.1% |
| 6M | +12.3% | +17.8% | -5.5% | +12.9% |
| YTD | +44.5% | +26.2% | +18.4% | +42.6% |
| 1Y | +42.4% | +23.2% | +19.2% | +41.5% |
| All | +42.4% | +28.3% | +14.1% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling