+188.4%
PFE vs VEA
+170.4%
+17.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.5% |
| 7D | +1.8% | +1.0% | +0.8% | +1.2% |
| 30D | +10.2% | +1.9% | +8.3% | +9.0% |
| 3M | +12.7% | +3.2% | +9.5% | +10.2% |
| 6M | +10.5% | +10.2% | +0.3% | +3.8% |
| YTD | +20.2% | +18.9% | +1.3% | +8.0% |
| 1Y | +24.1% | +29.3% | -5.3% | +6.3% |
| 3Y | -3.6% | +76.8% | -80.3% | -31.3% |
| 5Y | -20.9% | +61.2% | -82.1% | -41.4% |
| 10Y | +35.8% | +163.3% | -127.5% | -25.8% |
| All | +188.4% | +170.4% | +17.9% | +47.7% |
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