+312.0%
IVV vs PFE
+46.4%
+265.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | +3.3% | -2.1% | +5.4% | +4.0% |
| 30D | -2.7% | +3.1% | -5.8% | -3.7% |
| 3M | -1.7% | +11.2% | -12.9% | -5.1% |
| 6M | +3.2% | +15.0% | -11.9% | -1.7% |
| YTD | +12.0% | +23.5% | -11.5% | +3.9% |
| 1Y | +12.1% | +18.9% | -6.8% | +5.2% |
| 3Y | +78.6% | +18.7% | +59.9% | +63.9% |
| 5Y | +73.8% | -24.0% | +97.9% | +84.8% |
| All | +312.0% | +46.4% | +265.7% | +208.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling