+4,261.5%
XOM vs PFE
+3,346.7%
+914.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.3% |
| 7D | +1.8% | +1.8% | 0.0% | +1.2% |
| 30D | +5.9% | +10.2% | -4.4% | +2.7% |
| 3M | +5.6% | +12.7% | -7.1% | +1.6% |
| 6M | +7.9% | +10.5% | -2.7% | +4.1% |
| YTD | +35.2% | +20.2% | +15.0% | +27.1% |
| 1Y | +46.0% | +24.1% | +21.9% | +35.2% |
| 3Y | +55.0% | -3.6% | +58.6% | +52.5% |
| 5Y | +246.3% | -20.9% | +267.2% | +253.7% |
| 10Y | +181.0% | +35.8% | +145.1% | +138.1% |
| All | +4,261.5% | +3,346.7% | +914.8% | +1,828.9% |
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