+167.5%
IWM vs PFE
+36.0%
+131.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +0.1% | +1.8% | -1.7% | -0.5% |
| 30D | -1.3% | +10.2% | -11.5% | -4.4% |
| 3M | +1.6% | +12.7% | -11.1% | -2.5% |
| 6M | +13.6% | +10.5% | +3.0% | +9.5% |
| YTD | +20.8% | +20.2% | +0.6% | +13.0% |
| 1Y | +26.4% | +24.1% | +2.4% | +16.6% |
| 3Y | +60.7% | -3.6% | +64.3% | +59.3% |
| 5Y | +38.2% | -20.9% | +59.1% | +41.6% |
| All | +167.5% | +36.0% | +131.5% | +111.2% |
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