+153.9%
PFE vs IBKR
+1,343.5%
-1,189.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | +3.8% | +3.7% | +0.2% | +2.9% |
| 3M | +10.4% | +4.2% | +6.1% | +8.8% |
| 6M | +6.3% | +36.6% | -30.4% | -1.3% |
| YTD | +17.4% | +41.9% | -24.5% | +7.7% |
| 1Y | +21.1% | +49.5% | -28.4% | +9.5% |
| 3Y | -1.6% | +291.3% | -292.9% | -30.3% |
| 5Y | -22.2% | +492.7% | -514.8% | -51.4% |
| 10Y | +32.9% | +994.0% | -961.1% | -33.2% |
| All | +153.9% | +1,343.5% | -1,189.6% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling