+738.6%
IVV vs PFE
+88.4%
+650.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +1.0% |
| 7D | -2.7% | -3.7% | +1.0% | -1.2% |
| 30D | -5.4% | +5.0% | -10.3% | -7.3% |
| 3M | -4.1% | +12.2% | -16.2% | -8.6% |
| 6M | +0.7% | +14.6% | -13.8% | -5.1% |
| YTD | +8.7% | +24.1% | -15.4% | -1.2% |
| 1Y | +11.0% | +26.6% | -15.6% | -0.1% |
| 3Y | +75.4% | +14.3% | +61.1% | +60.0% |
| 5Y | +68.3% | -21.9% | +90.2% | +75.6% |
| 10Y | +315.5% | +62.6% | +252.9% | +200.8% |
| All | +738.6% | +88.4% | +650.3% | +356.1% |
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