+205.4%
XOM vs PFE
+46.7%
+158.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.8% | -1.7% | +4.5% | +3.3% |
| 30D | -3.6% | +0.3% | -4.0% | -3.8% |
| 3M | +8.2% | +9.4% | -1.1% | +5.2% |
| 6M | +14.0% | +14.9% | -0.8% | +9.0% |
| YTD | +44.6% | +23.8% | +20.8% | +34.6% |
| 1Y | +47.8% | +19.5% | +28.2% | +38.9% |
| 3Y | +79.6% | +21.0% | +58.5% | +64.6% |
| 5Y | +214.3% | -23.9% | +238.2% | +229.7% |
| All | +205.4% | +46.7% | +158.7% | +125.2% |
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 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