+49.6%
PFE vs IAG
+326.7%
-277.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -0.7% |
| 7D | -4.7% | +24.0% | -28.7% | -5.1% |
| 30D | +3.4% | +5.5% | -2.2% | +3.2% |
| 3M | +9.2% | +8.3% | +0.9% | +8.9% |
| 6M | +15.8% | +6.1% | +9.7% | +15.4% |
| YTD | +23.4% | +20.3% | +3.1% | +22.5% |
| 1Y | +25.8% | +56.5% | -30.6% | +24.2% |
| 3Y | +17.8% | +762.6% | -744.8% | +11.4% |
| 5Y | -20.2% | +546.3% | -566.4% | -25.1% |
| 10Y | +49.6% | +356.1% | -306.5% | +37.9% |
| All | +49.6% | +326.7% | -277.1% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling