+996.1%
PFE vs IVZ
+964.6%
+31.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -1.9% |
| 7D | -4.7% | +4.1% | -8.8% | -5.6% |
| 30D | +3.4% | -2.0% | +5.4% | +3.6% |
| 3M | +9.2% | -7.8% | +17.1% | +10.7% |
| 6M | +15.8% | +6.3% | +9.5% | +13.7% |
| YTD | +23.4% | +12.6% | +10.9% | +19.2% |
| 1Y | +25.8% | +27.6% | -1.8% | +18.4% |
| 3Y | +17.8% | +154.0% | -136.2% | -5.7% |
| 5Y | -20.2% | +37.3% | -57.5% | -29.5% |
| 10Y | +49.6% | +50.5% | -1.0% | +19.8% |
| All | +996.1% | +964.6% | +31.5% | +417.1% |
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