+15.6%
XLE vs PFE
+9.9%
+5.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -1.0% |
| 7D | +2.2% | +1.8% | +0.4% | +2.5% |
| 30D | +11.8% | +10.2% | +1.5% | +13.7% |
| 3M | +9.8% | +12.7% | -2.9% | +11.5% |
| 6M | +15.6% | +10.5% | +5.0% | +16.9% |
| All | +15.6% | +9.9% | +5.7% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling