+14.7%
XLF vs PFE
+35.1%
-20.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +3.0% |
| 7D | +5.5% | +4.6% | +0.9% | +4.6% |
| 30D | +9.9% | +12.3% | -2.5% | +7.6% |
| 3M | +2.6% | +21.2% | -18.5% | -1.1% |
| 6M | +15.6% | +21.1% | -5.5% | +11.4% |
| YTD | +9.4% | +30.0% | -20.6% | +3.4% |
| 1Y | +14.7% | +35.6% | -20.9% | +6.9% |
| All | +14.7% | +35.1% | -20.4% | +6.9% |
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 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