+21.0%
PFE vs ITOT
+77.6%
-56.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.7% | +2.5% | -4.2% | -2.6% |
| 30D | +0.3% | -1.7% | +2.0% | +0.9% |
| 3M | +9.4% | -3.4% | +12.7% | +10.6% |
| 6M | +14.9% | +2.1% | +12.8% | +13.7% |
| YTD | +23.8% | +11.5% | +12.3% | +18.3% |
| 1Y | +19.5% | +13.6% | +5.9% | +13.3% |
| 3Y | +21.0% | +77.2% | -56.2% | +7.6% |
| All | +21.0% | +77.6% | -56.6% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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