-21.4%
PFE vs ITOT
+73.3%
-94.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -4.3% | -0.4% | -3.9% | -4.1% |
| 30D | +2.7% | -1.6% | +4.3% | +3.3% |
| 3M | +10.0% | +3.5% | +6.4% | +8.4% |
| 6M | +7.2% | +13.1% | -6.0% | +2.0% |
| YTD | +17.3% | +12.7% | +4.6% | +11.7% |
| 1Y | +20.3% | +18.3% | +2.0% | +12.5% |
| 3Y | -1.6% | +76.4% | -78.0% | -21.7% |
| 5Y | -21.4% | +73.8% | -95.1% | -42.4% |
| All | -21.4% | +73.3% | -94.7% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling