+1,472.6%
XLK vs PFE
+115.1%
+1,357.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.1% |
| 7D | +0.9% | +1.8% | -0.9% | +0.2% |
| 30D | +0.7% | +10.2% | -9.5% | -2.8% |
| 3M | -2.9% | +12.7% | -15.6% | -7.3% |
| 6M | +34.3% | +10.5% | +23.7% | +28.8% |
| YTD | +30.4% | +20.2% | +10.2% | +21.3% |
| 1Y | +43.4% | +24.1% | +19.3% | +31.1% |
| 3Y | +116.8% | -3.6% | +120.4% | +112.3% |
| 5Y | +144.0% | -20.9% | +164.9% | +150.9% |
| 10Y | +778.8% | +35.8% | +742.9% | +618.6% |
| All | +1,472.6% | +115.1% | +1,357.5% | +805.7% |
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