+1,002.1%
PFE vs IVZ
+897.2%
+104.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 3M | +12.2% | -14.0% | +26.2% | +15.3% |
| 6M | +14.6% | +0.5% | +14.1% | +13.8% |
| YTD | +24.1% | +5.4% | +18.7% | +21.5% |
| 1Y | +26.6% | +19.5% | +7.1% | +20.7% |
| 3Y | +14.3% | +128.7% | -114.4% | -6.5% |
| 5Y | -21.9% | +28.8% | -50.7% | -30.1% |
| 10Y | +62.6% | +52.3% | +10.3% | +30.0% |
| All | +1,002.1% | +897.2% | +104.9% | +427.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling