+226.7%
PFE vs VCIT
+98.3%
+128.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | +10.2% | -0.8% | +11.0% | +10.5% |
| 3M | +12.7% | -1.0% | +13.7% | +13.1% |
| 6M | +10.5% | -1.8% | +12.4% | +11.2% |
| YTD | +20.2% | -0.7% | +20.9% | +20.5% |
| 1Y | +24.1% | +1.0% | +23.1% | +23.7% |
| 3Y | -3.6% | +18.8% | -22.4% | -8.0% |
| 5Y | -20.9% | +3.5% | -24.3% | -23.4% |
| 10Y | +35.8% | +29.2% | +6.6% | +34.5% |
| All | +226.7% | +98.3% | +128.4% | +326.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling