-2.5%
PFE vs VCIT
+19.1%
-21.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | -0.3% | +2.1% | +2.0% |
| 30D | +10.2% | -0.8% | +11.0% | +10.9% |
| 3M | +12.7% | -1.0% | +13.7% | +13.6% |
| 6M | +10.5% | -1.8% | +12.4% | +12.2% |
| YTD | +20.2% | -0.7% | +20.9% | +20.8% |
| 1Y | +24.1% | +1.0% | +23.1% | +23.2% |
| All | -2.5% | +19.1% | -21.6% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling