+20.0%
IWM vs PFE
-21.9%
+41.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 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% | -10.3% |
| 6M | -4.1% | +14.6% | -18.7% | -7.0% |
| YTD | +11.9% | +24.1% | -12.2% | +6.4% |
| 1Y | +15.0% | +26.6% | -11.5% | +8.8% |
| 3Y | +64.2% | +14.3% | +49.9% | +56.2% |
| All | +20.0% | -21.9% | +41.9% | +26.0% |
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