+306.5%
IVV vs PFE
+61.4%
+245.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.8% |
| 7D | -2.7% | -3.7% | +1.0% | -1.5% |
| 30D | -5.4% | +5.0% | -10.3% | -6.9% |
| 3M | -4.1% | +12.2% | -16.2% | -7.7% |
| 6M | +0.7% | +14.6% | -13.8% | -3.9% |
| YTD | +8.7% | +24.1% | -15.4% | +0.8% |
| 1Y | +11.0% | +26.6% | -15.6% | +2.1% |
| 3Y | +75.4% | +14.3% | +61.1% | +63.5% |
| 5Y | +68.3% | -21.9% | +90.2% | +76.6% |
| All | +306.5% | +61.4% | +245.1% | +206.6% |
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