+35.7%
XLV vs PFE
-21.2%
+57.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -4.4% | -4.0% | -0.4% | -3.1% |
| 30D | -1.4% | +3.9% | -5.3% | -2.6% |
| 3M | +8.9% | +9.9% | -1.0% | +5.6% |
| 6M | +9.1% | +5.3% | +3.8% | +7.1% |
| YTD | +7.9% | +16.8% | -8.8% | +2.5% |
| 1Y | +22.7% | +20.4% | +2.3% | +15.2% |
| 3Y | +31.9% | -2.1% | +34.0% | +30.0% |
| All | +35.7% | -21.2% | +57.0% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling