+0.7%
PFE vs IAG
+790.4%
-789.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -1.2% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | +10.2% | +28.9% | -18.7% | +9.9% |
| 3M | +12.7% | +19.1% | -6.5% | +12.3% |
| 6M | +10.5% | -10.3% | +20.8% | +10.3% |
| YTD | +20.2% | +24.2% | -4.0% | +19.9% |
| 1Y | +24.1% | +116.5% | -92.4% | +24.0% |
| All | +0.7% | +790.4% | -789.8% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling