-37.5%
PFE vs IOT
+61.4%
-99.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -5.0% | -1.4% |
| 7D | +1.8% | -2.3% | +4.1% | +1.8% |
| 30D | +10.2% | +3.8% | +6.4% | +10.1% |
| 3M | +12.7% | +14.2% | -1.5% | +12.1% |
| 6M | +10.5% | +40.1% | -29.6% | +9.2% |
| YTD | +20.2% | +13.4% | +6.8% | +19.2% |
| 1Y | +24.1% | +12.2% | +11.9% | +23.0% |
| 3Y | -3.6% | +30.0% | -33.5% | -5.3% |
| All | -37.5% | +61.4% | -99.0% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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