+763.2%
IWM vs PFE
+90.1%
+673.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +0.3% | -0.7% | +1.0% | +0.6% |
| 30D | +0.6% | +5.3% | -4.7% | -1.7% |
| 3M | -6.2% | +10.1% | -16.3% | -10.2% |
| 6M | -0.8% | +18.0% | -18.8% | -7.9% |
| YTD | +14.8% | +25.8% | -11.1% | +3.3% |
| 1Y | +16.1% | +28.4% | -12.3% | +3.5% |
| 3Y | +71.5% | +20.9% | +50.6% | +52.9% |
| 5Y | +25.8% | -21.5% | +47.3% | +31.1% |
| 10Y | +155.4% | +46.2% | +109.2% | +91.2% |
| All | +763.2% | +90.1% | +673.0% | +350.4% |
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