+1,024.7%
XLE vs PFE
+115.1%
+909.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.4% |
| 7D | +2.2% | +1.8% | +0.4% | +1.5% |
| 30D | +11.8% | +10.2% | +1.5% | +7.5% |
| 3M | +9.8% | +12.7% | -2.9% | +4.5% |
| 6M | +15.6% | +10.5% | +5.0% | +10.4% |
| YTD | +45.3% | +20.2% | +25.1% | +34.1% |
| 1Y | +48.3% | +24.1% | +24.2% | +34.3% |
| 3Y | +55.4% | -3.6% | +59.0% | +52.2% |
| 5Y | +216.1% | -20.9% | +237.0% | +223.9% |
| 10Y | +178.4% | +35.8% | +142.6% | +121.7% |
| All | +1,024.7% | +115.1% | +909.7% | +527.9% |
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