+735.8%
IVV vs PFE
+91.5%
+644.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.5% | -3.2% |
| 7D | -4.8% | -0.2% | -4.5% | -4.7% |
| 30D | -5.9% | +8.7% | -14.6% | -9.1% |
| 3M | -4.5% | +15.8% | -20.3% | -10.2% |
| 6M | +1.8% | +16.8% | -15.0% | -4.8% |
| YTD | +8.4% | +26.2% | -17.8% | -2.1% |
| 1Y | +9.4% | +29.9% | -20.5% | -2.6% |
| 3Y | +75.3% | +15.9% | +59.3% | +59.0% |
| 5Y | +67.8% | -20.6% | +88.4% | +73.9% |
| 10Y | +314.2% | +65.4% | +248.8% | +197.8% |
| All | +735.8% | +91.5% | +644.3% | +351.6% |
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 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