+67.8%
IVV vs PFE
-19.8%
+87.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.5% | -3.9% |
| 7D | -4.8% | -0.2% | -4.5% | -4.7% |
| 30D | -5.9% | +8.7% | -14.6% | -7.4% |
| 3M | -4.5% | +15.8% | -20.3% | -7.2% |
| 6M | +1.8% | +16.8% | -15.0% | -1.2% |
| YTD | +8.4% | +26.2% | -17.8% | +3.4% |
| 1Y | +9.4% | +29.9% | -20.5% | +3.7% |
| 3Y | +75.3% | +15.9% | +59.3% | +67.6% |
| 5Y | +67.8% | -20.6% | +88.4% | +81.4% |
| All | +67.8% | -19.8% | +87.5% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling