+39.1%
IWM vs PFE
-21.1%
+60.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +0.1% | +1.8% | -1.7% | -0.3% |
| 30D | -1.3% | +10.2% | -11.5% | -3.3% |
| 3M | +1.6% | +12.7% | -11.1% | -1.0% |
| 6M | +13.6% | +10.5% | +3.0% | +11.0% |
| YTD | +20.8% | +20.2% | +0.6% | +15.8% |
| 1Y | +26.4% | +24.1% | +2.4% | +20.1% |
| 3Y | +60.7% | -3.6% | +64.3% | +58.1% |
| All | +39.1% | -21.1% | +60.3% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling