+14.7%
XLF vs PFE
+17.5%
-2.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.9% | -0.7% | +2.6% | +2.2% |
| 30D | +6.5% | +5.3% | +1.2% | +6.0% |
| 3M | +1.2% | +10.1% | -8.9% | +0.2% |
| All | +14.7% | +17.5% | -2.8% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling