+217.7%
XLF vs PFE
+46.7%
+171.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +2.7% | -1.7% | +4.4% | +3.3% |
| 30D | +7.6% | +0.3% | +7.3% | +7.5% |
| 3M | +1.1% | +9.4% | -8.3% | -2.2% |
| 6M | +15.9% | +14.9% | +1.0% | +10.0% |
| YTD | +8.4% | +23.8% | -15.3% | -0.2% |
| 1Y | +12.5% | +19.5% | -7.0% | +4.8% |
| 3Y | +81.6% | +21.0% | +60.5% | +64.1% |
| 5Y | +59.3% | -23.9% | +83.1% | +69.7% |
| All | +217.7% | +46.7% | +171.0% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling