+14.3%
PFE vs IVZ
+122.1%
-107.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.7% | -2.4% | -1.3% | -3.3% |
| 30D | +5.0% | -11.2% | +16.2% | +6.9% |
| 3M | +12.2% | -14.0% | +26.2% | +14.8% |
| 6M | +14.6% | +0.5% | +14.1% | +13.8% |
| YTD | +24.1% | +5.4% | +18.7% | +21.7% |
| 1Y | +26.6% | +19.5% | +7.1% | +21.3% |
| 3Y | +14.3% | +128.7% | -114.4% | +2.0% |
| All | +14.3% | +122.1% | -107.8% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling