+196.5%
PFE vs VEA
+155.2%
+41.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | -2.1% | +1.8% | -3.9% | -3.1% |
| 30D | +3.1% | -0.9% | +4.0% | +3.5% |
| 3M | +11.2% | -5.0% | +16.2% | +14.2% |
| 6M | +15.0% | 0.0% | +15.0% | +14.3% |
| YTD | +23.5% | +12.2% | +11.3% | +14.5% |
| 1Y | +18.9% | +14.7% | +4.2% | +8.8% |
| 3Y | +18.7% | +73.2% | -54.5% | -14.6% |
| 5Y | -24.0% | +53.7% | -77.7% | -42.3% |
| 10Y | +47.5% | +159.3% | -111.7% | -18.9% |
| All | +196.5% | +155.2% | +41.3% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling