+4,543.5%
XOM vs PFE
+3,443.7%
+1,099.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.5% |
| 7D | +2.7% | -2.1% | +4.8% | +3.3% |
| 30D | -2.5% | +3.1% | -5.6% | -3.5% |
| 3M | +7.0% | +11.2% | -4.2% | +3.4% |
| 6M | +14.2% | +15.0% | -0.8% | +9.0% |
| YTD | +43.9% | +23.5% | +20.4% | +33.9% |
| 1Y | +47.9% | +18.9% | +29.0% | +39.1% |
| 3Y | +80.6% | +18.7% | +61.9% | +66.7% |
| 5Y | +212.8% | -24.0% | +236.8% | +224.7% |
| 10Y | +202.6% | +47.5% | +155.0% | +149.9% |
| All | +4,543.5% | +3,443.7% | +1,099.8% | +1,933.0% |
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