+65.1%
XLF vs PFE
-22.1%
+87.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | +0.2% | -2.7% | +2.8% | +0.7% |
| 30D | -0.5% | +3.8% | -4.4% | -1.3% |
| 3M | +10.6% | +10.4% | +0.3% | +8.3% |
| 6M | +14.3% | +6.3% | +8.0% | +12.7% |
| YTD | +5.5% | +17.4% | -11.8% | +1.9% |
| 1Y | +9.6% | +21.1% | -11.6% | +4.8% |
| 3Y | +75.2% | -1.6% | +76.8% | +73.0% |
| All | +65.1% | -22.1% | +87.1% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling