+35.3%
PFE vs VCLT
+17.2%
+18.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | +3.8% | -0.6% | +4.4% | +4.0% |
| 3M | +10.4% | -2.2% | +12.6% | +11.1% |
| 6M | +6.3% | -2.9% | +9.1% | +7.1% |
| YTD | +17.4% | -2.1% | +19.4% | +18.0% |
| 1Y | +21.1% | -2.6% | +23.7% | +22.0% |
| 3Y | -1.6% | +12.5% | -14.1% | -4.6% |
| 5Y | -22.2% | -15.3% | -6.9% | -19.7% |
| All | +35.3% | +17.2% | +18.1% | +31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling