+39.2%
XLK vs PFE
+20.6%
+18.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | +0.2% | -2.6% | +2.8% | +0.1% |
| 30D | -0.6% | +5.4% | -6.0% | -0.6% |
| 3M | +2.6% | +7.8% | -5.2% | +3.1% |
| 6M | +34.0% | +5.0% | +28.9% | +34.9% |
| YTD | +30.7% | +17.1% | +13.6% | +30.6% |
| 1Y | +39.2% | +19.3% | +19.9% | +39.0% |
| All | +39.2% | +20.6% | +18.6% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling