-1.2%
PFE vs IBKR
+283.5%
-284.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -4.0% | -3.8% | -0.2% | -3.8% |
| 30D | +3.9% | -0.3% | +4.2% | +3.8% |
| 3M | +9.9% | +4.8% | +5.1% | +9.3% |
| 6M | +5.3% | +30.8% | -25.5% | +2.7% |
| YTD | +16.8% | +39.5% | -22.7% | +13.1% |
| 1Y | +20.4% | +43.7% | -23.2% | +16.3% |
| All | -1.2% | +283.5% | -284.7% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling