+131.6%
PFE vs IAG
+377.5%
-245.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 3M | +12.7% | +19.1% | -6.5% | +11.7% |
| 6M | +10.5% | -10.3% | +20.8% | +10.6% |
| YTD | +20.2% | +24.2% | -4.0% | +18.4% |
| 1Y | +24.1% | +116.5% | -92.4% | +19.3% |
| 3Y | -3.6% | +742.8% | -746.4% | -13.6% |
| 5Y | -20.9% | +753.3% | -774.2% | -30.3% |
| 10Y | +35.8% | +403.2% | -367.4% | +18.0% |
| All | +131.6% | +377.5% | -245.9% | +82.5% |
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 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