+914.8%
IGV vs PFE
+119.8%
+795.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | -5.2% | -3.7% | -1.5% | -3.7% |
| 30D | -10.0% | +5.0% | -14.9% | -11.9% |
| 3M | -0.5% | +12.2% | -12.7% | -5.5% |
| 6M | +12.6% | +14.6% | -2.0% | +5.8% |
| YTD | -6.4% | +24.1% | -30.6% | -15.3% |
| 1Y | -9.5% | +26.6% | -36.1% | -19.0% |
| 3Y | +41.7% | +14.3% | +27.4% | +28.3% |
| 5Y | +12.7% | -21.9% | +34.6% | +17.3% |
| 10Y | +354.1% | +62.6% | +291.4% | +213.1% |
| All | +914.8% | +119.8% | +795.0% | +432.5% |
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 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