-19.7%
PFE vs VCLT
-17.5%
-2.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | +5.0% | +3.7% | +1.3% | +3.6% |
| 3M | +12.2% | -1.0% | +13.1% | +12.6% |
| 6M | +14.6% | -3.4% | +17.9% | +16.0% |
| YTD | +24.1% | -2.6% | +26.7% | +25.2% |
| 1Y | +26.6% | -3.3% | +29.8% | +28.0% |
| 3Y | +14.3% | +17.3% | -3.0% | +8.9% |
| All | -19.7% | -17.5% | -2.3% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling