-21.4%
PFE vs VEA
+60.9%
-82.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.3% |
| 7D | -4.3% | +0.3% | -4.6% | -4.4% |
| 30D | +2.7% | +0.4% | +2.3% | +2.5% |
| 3M | +10.0% | +4.8% | +5.2% | +7.6% |
| 6M | +7.2% | +11.3% | -4.1% | +1.7% |
| YTD | +17.3% | +17.4% | -0.1% | +8.5% |
| 1Y | +20.3% | +26.2% | -5.9% | +7.7% |
| 3Y | -1.6% | +77.7% | -79.4% | -23.9% |
| 5Y | -21.4% | +60.9% | -82.3% | -41.3% |
| All | -21.4% | +60.9% | -82.2% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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