+52.7%
XOM vs PFE
+21.1%
+31.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | 0.0% | -4.3% | +4.3% | -0.1% |
| 30D | +3.4% | +2.7% | +0.7% | +3.6% |
| 3M | +11.0% | +10.0% | +1.0% | +11.3% |
| 6M | +10.6% | +7.2% | +3.4% | +10.6% |
| YTD | +39.2% | +17.3% | +21.9% | +39.2% |
| 1Y | +52.7% | +20.3% | +32.4% | +53.5% |
| All | +52.7% | +21.1% | +31.6% | +53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling