+422.3%
XLF vs PFE
+115.1%
+307.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.2% |
| 7D | 0.0% | +1.8% | -1.8% | -0.9% |
| 30D | +0.2% | +10.2% | -10.1% | -4.6% |
| 3M | +11.7% | +12.7% | -1.0% | +5.1% |
| 6M | +13.8% | +10.5% | +3.3% | +7.8% |
| YTD | +7.0% | +20.2% | -13.2% | -2.9% |
| 1Y | +9.1% | +24.1% | -14.9% | -3.2% |
| 3Y | +75.6% | -3.6% | +79.2% | +71.2% |
| 5Y | +66.4% | -20.9% | +87.3% | +72.1% |
| 10Y | +250.3% | +35.8% | +214.4% | +161.4% |
| All | +422.3% | +115.1% | +307.2% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling