+35.2%
PFE vs VCLT
+16.9%
+18.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | +2.7% | +0.1% | +2.6% | +2.7% |
| 3M | +10.0% | -2.9% | +12.9% | +10.9% |
| 6M | +7.2% | -4.0% | +11.1% | +8.4% |
| YTD | +17.3% | -2.2% | +19.6% | +18.1% |
| 1Y | +20.3% | -2.6% | +22.9% | +21.2% |
| 3Y | -1.6% | +12.3% | -13.9% | -4.6% |
| 5Y | -21.4% | -16.4% | -5.0% | -18.7% |
| 10Y | +35.2% | +18.1% | +17.2% | +31.3% |
| All | +35.2% | +16.9% | +18.3% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling