+64.2%
IWM vs PFE
+13.8%
+50.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | -2.0% | -3.7% | +1.7% | -1.2% |
| 30D | -1.5% | +5.0% | -6.4% | -2.5% |
| 3M | -8.0% | +12.2% | -20.2% | -10.4% |
| 6M | -4.1% | +14.6% | -18.7% | -7.2% |
| YTD | +11.9% | +24.1% | -12.2% | +6.1% |
| 1Y | +15.0% | +26.6% | -11.5% | +8.4% |
| 3Y | +64.2% | +14.3% | +49.9% | +52.9% |
| All | +64.2% | +13.8% | +50.4% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling