+988.5%
XLE vs PFE
+125.9%
+862.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -1.8% |
| 7D | -10.3% | -0.2% | -10.1% | -10.3% |
| 30D | -3.3% | +8.7% | -12.0% | -6.5% |
| 3M | +8.2% | +15.8% | -7.6% | +1.9% |
| 6M | +5.0% | +16.8% | -11.8% | -1.7% |
| YTD | +40.6% | +26.2% | +14.4% | +27.0% |
| 1Y | +45.0% | +29.9% | +15.1% | +29.3% |
| 3Y | +56.3% | +15.9% | +40.4% | +42.2% |
| 5Y | +152.2% | -20.6% | +172.8% | +159.2% |
| 10Y | +173.0% | +65.4% | +107.6% | +100.2% |
| All | +988.5% | +125.9% | +862.6% | +494.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling