+808.3%
IWM vs PFE
+81.6%
+726.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +0.1% | +1.8% | -1.7% | -0.7% |
| 30D | -1.3% | +10.2% | -11.5% | -5.3% |
| 3M | +1.6% | +12.7% | -11.1% | -3.7% |
| 6M | +13.6% | +10.5% | +3.0% | +8.3% |
| YTD | +20.8% | +20.2% | +0.6% | +11.0% |
| 1Y | +26.4% | +24.1% | +2.4% | +14.0% |
| 3Y | +60.7% | -3.6% | +64.3% | +57.9% |
| 5Y | +38.2% | -20.9% | +59.1% | +42.7% |
| 10Y | +169.5% | +35.8% | +133.6% | +108.4% |
| All | +808.3% | +81.6% | +726.7% | +383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling