+191.3%
XOM vs PFE
+33.5%
+157.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | 0.0% | -4.3% | +4.3% | +1.3% |
| 30D | +3.4% | +2.7% | +0.7% | +2.6% |
| 3M | +11.0% | +10.0% | +1.0% | +7.7% |
| 6M | +10.6% | +7.2% | +3.4% | +7.8% |
| YTD | +39.2% | +17.3% | +21.9% | +31.8% |
| 1Y | +52.7% | +20.3% | +32.4% | +42.7% |
| 3Y | +56.8% | -1.6% | +58.4% | +54.1% |
| 5Y | +261.8% | -21.4% | +283.2% | +268.6% |
| 10Y | +191.3% | +35.2% | +156.1% | +129.3% |
| All | +191.3% | +33.5% | +157.8% | +129.3% |
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