+169.4%
XLV vs PFE
+35.4%
+134.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.3% |
| 7D | -3.6% | -2.6% | -1.0% | -2.4% |
| 30D | -1.8% | +5.4% | -7.2% | -4.0% |
| 3M | +7.8% | +7.8% | 0.0% | +4.2% |
| 6M | +9.1% | +5.0% | +4.1% | +6.6% |
| YTD | +7.7% | +17.1% | -9.3% | +0.1% |
| 1Y | +20.4% | +19.3% | +1.1% | +10.6% |
| 3Y | +30.8% | -0.9% | +31.7% | +28.0% |
| 5Y | +34.6% | -20.8% | +55.4% | +41.3% |
| All | +169.4% | +35.4% | +134.0% | +101.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling