+60.6%
PFE vs VCIT
+28.8%
+31.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +5.0% | +1.9% | +3.0% | +3.8% |
| 3M | +12.2% | -1.4% | +13.6% | +13.2% |
| 6M | +14.6% | -2.1% | +16.7% | +16.1% |
| YTD | +24.1% | -1.6% | +25.8% | +25.4% |
| 1Y | +26.6% | -0.9% | +27.5% | +27.3% |
| 3Y | +14.3% | +20.0% | -5.7% | +4.1% |
| 5Y | -21.9% | +3.1% | -25.1% | -23.9% |
| All | +60.6% | +28.8% | +31.8% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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