+21.0%
PFE vs IRM
+112.1%
-91.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.7% | +6.8% | -8.5% | -2.5% |
| 30D | +0.3% | +2.6% | -2.3% | -0.1% |
| 3M | +9.4% | -9.5% | +18.8% | +10.6% |
| 6M | +14.9% | -8.5% | +23.4% | +15.8% |
| YTD | +23.8% | +40.3% | -16.5% | +15.6% |
| 1Y | +19.5% | +28.7% | -9.2% | +13.1% |
| 3Y | +21.0% | +111.8% | -90.8% | +12.9% |
| All | +21.0% | +112.1% | -91.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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