+73.0%
IWM vs PFE
+21.9%
+51.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.3% | -3.0% | +2.6% | +0.3% |
| 30D | +1.9% | +5.2% | -3.3% | +0.7% |
| 3M | -5.7% | +12.2% | -17.9% | -8.2% |
| 6M | -0.3% | +17.8% | -18.1% | -4.0% |
| YTD | +15.8% | +26.2% | -10.4% | +9.4% |
| 1Y | +17.1% | +23.2% | -6.1% | +11.2% |
| All | +73.0% | +21.9% | +51.1% | +59.8% |
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 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