+315.1%
IVV vs PFE
+35.4%
+279.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +0.1% | +1.8% | -1.6% | -0.4% |
| 30D | +0.1% | +10.2% | -10.2% | -3.1% |
| 3M | +2.0% | +12.7% | -10.7% | -2.0% |
| 6M | +13.0% | +10.5% | +2.5% | +9.1% |
| YTD | +13.6% | +20.2% | -6.6% | +6.5% |
| 1Y | +20.1% | +24.1% | -4.0% | +10.8% |
| 3Y | +77.6% | -3.6% | +81.2% | +76.2% |
| 5Y | +82.5% | -20.9% | +103.3% | +88.9% |
| All | +315.1% | +35.4% | +279.7% | +232.6% |
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