-1.6%
PFE vs ITOT
+77.4%
-79.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.1% |
| 7D | -2.7% | +0.7% | -3.3% | -2.9% |
| 30D | +3.8% | -1.1% | +5.0% | +4.3% |
| 3M | +10.4% | +3.9% | +6.5% | +8.7% |
| 6M | +6.3% | +14.7% | -8.5% | +0.4% |
| YTD | +17.4% | +13.3% | +4.0% | +11.4% |
| 1Y | +21.1% | +19.1% | +2.0% | +12.7% |
| 3Y | -1.6% | +77.3% | -78.9% | -22.5% |
| All | -1.6% | +77.4% | -79.0% | -22.5% |
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