+139.2%
PFE vs IAG
+337.4%
-198.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.2% | -8.8% | -1.9% |
| 7D | -3.7% | +21.4% | -25.1% | -4.5% |
| 30D | +5.0% | +4.0% | +0.9% | +4.7% |
| 3M | +12.2% | +17.0% | -4.9% | +11.3% |
| 6M | +14.6% | +1.4% | +13.2% | +14.1% |
| YTD | +24.1% | +13.8% | +10.4% | +22.6% |
| 1Y | +26.6% | +55.8% | -29.2% | +23.4% |
| 3Y | +14.3% | +647.4% | -633.1% | +2.9% |
| 5Y | -21.9% | +519.1% | -541.1% | -30.3% |
| 10Y | +62.6% | +345.6% | -283.0% | +42.2% |
| All | +139.2% | +337.4% | -198.2% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling