+120.7%
XLK vs PFE
-1.6%
+122.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.3% | -4.3% | +6.6% | +2.7% |
| 30D | +0.8% | +2.7% | -1.9% | +0.6% |
| 3M | +4.1% | +10.0% | -5.9% | +3.2% |
| 6M | +34.8% | +7.2% | +27.6% | +34.0% |
| YTD | +30.8% | +17.3% | +13.5% | +28.7% |
| 1Y | +42.4% | +20.3% | +22.0% | +39.4% |
| All | +120.7% | -1.6% | +122.3% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling