+161.6%
IWM vs PFE
+61.4%
+100.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | -2.0% | -3.7% | +1.7% | -0.8% |
| 30D | -1.5% | +5.0% | -6.4% | -3.0% |
| 3M | -8.0% | +12.2% | -20.2% | -11.5% |
| 6M | -4.1% | +14.6% | -18.7% | -8.6% |
| YTD | +11.9% | +24.1% | -12.2% | +3.6% |
| 1Y | +15.0% | +26.6% | -11.5% | +5.7% |
| 3Y | +64.2% | +14.3% | +49.9% | +53.3% |
| 5Y | +20.4% | -21.9% | +42.3% | +24.8% |
| All | +161.6% | +61.4% | +100.2% | +93.7% |
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