+896.5%
XLV vs PFE
+110.0%
+786.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.7% | -4.3% | +0.6% | -1.9% |
| 30D | -1.1% | +2.7% | -3.8% | -2.2% |
| 3M | +8.2% | +10.0% | -1.7% | +4.0% |
| 6M | +8.9% | +7.2% | +1.7% | +5.6% |
| YTD | +8.5% | +17.3% | -8.8% | +1.2% |
| 1Y | +22.3% | +20.3% | +2.0% | +12.5% |
| 3Y | +32.6% | -1.6% | +34.3% | +30.0% |
| 5Y | +34.4% | -21.4% | +55.8% | +41.4% |
| 10Y | +175.4% | +35.2% | +140.1% | +126.0% |
| All | +896.5% | +110.0% | +786.5% | +501.9% |
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