+32.8%
PFE vs IBKR
+1,011.6%
-978.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | -2.6% | -1.3% | -1.2% | -2.4% |
| 30D | +5.4% | -0.2% | +5.6% | +5.3% |
| 3M | +7.8% | +3.0% | +4.8% | +7.0% |
| 6M | +5.0% | +33.9% | -28.8% | +0.2% |
| YTD | +17.1% | +42.5% | -25.4% | +10.5% |
| 1Y | +19.3% | +44.9% | -25.5% | +12.0% |
| 3Y | -0.9% | +293.0% | -294.0% | -22.5% |
| 5Y | -20.8% | +497.7% | -518.4% | -44.0% |
| All | +32.8% | +1,011.6% | -978.8% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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