+59.0%
XLF vs PFE
-18.8%
+77.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | +6.5% | +5.3% | +1.2% | +5.4% |
| 3M | +1.2% | +10.1% | -8.9% | -0.9% |
| 6M | +14.6% | +18.0% | -3.5% | +10.5% |
| YTD | +7.7% | +25.8% | -18.1% | +2.3% |
| 1Y | +11.8% | +28.4% | -16.7% | +5.6% |
| 3Y | +80.1% | +20.9% | +59.2% | +70.0% |
| 5Y | +59.0% | -21.5% | +80.5% | +71.5% |
| All | +59.0% | -18.8% | +77.8% | +71.5% |
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