+32.9%
PFE vs IVZ
+61.1%
-28.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.9% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | +3.8% | +3.1% | +0.8% | +3.2% |
| 3M | +10.4% | +18.2% | -7.8% | +6.8% |
| 6M | +6.3% | +38.6% | -32.4% | -0.4% |
| YTD | +17.4% | +25.9% | -8.5% | +11.7% |
| 1Y | +21.1% | +51.7% | -30.5% | +11.2% |
| 3Y | -1.6% | +138.7% | -140.3% | -18.7% |
| 5Y | -22.2% | +62.8% | -84.9% | -32.8% |
| 10Y | +32.9% | +60.9% | -28.0% | +6.3% |
| All | +32.9% | +61.1% | -28.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling