+758.4%
IVV vs PFE
+87.3%
+671.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +0.1% | -4.7% | +4.8% | +2.0% |
| 30D | -3.3% | +3.4% | -6.7% | -4.7% |
| 3M | -2.4% | +9.2% | -11.6% | -6.0% |
| 6M | +2.6% | +15.8% | -13.2% | -3.8% |
| YTD | +11.3% | +23.4% | -12.2% | +1.4% |
| 1Y | +13.4% | +25.8% | -12.4% | +2.3% |
| 3Y | +80.3% | +17.8% | +62.4% | +62.3% |
| 5Y | +72.7% | -20.2% | +92.9% | +78.4% |
| 10Y | +309.6% | +49.6% | +260.1% | +208.0% |
| All | +758.4% | +87.3% | +671.0% | +367.8% |
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