+4,459.6%
XOM vs PFE
+3,520.0%
+939.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -1.5% | -3.0% | +1.4% | -0.6% |
| 30D | -3.2% | +5.2% | -8.4% | -4.7% |
| 3M | +5.0% | +12.2% | -7.2% | +1.2% |
| 6M | +12.9% | +17.8% | -4.9% | +7.0% |
| YTD | +41.3% | +26.2% | +15.1% | +30.7% |
| 1Y | +43.2% | +23.2% | +20.0% | +33.2% |
| 3Y | +77.3% | +21.3% | +56.0% | +62.6% |
| 5Y | +204.8% | -23.1% | +227.9% | +215.4% |
| 10Y | +197.1% | +50.7% | +146.4% | +143.8% |
| All | +4,459.6% | +3,520.0% | +939.6% | +1,883.9% |
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