-1.6%
PFE vs VEU
+77.0%
-78.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -2.7% | +1.7% | -4.3% | -3.4% |
| 30D | +3.8% | +1.0% | +2.9% | +3.4% |
| 3M | +10.4% | +5.6% | +4.7% | +7.4% |
| 6M | +6.3% | +13.7% | -7.4% | -0.8% |
| YTD | +17.4% | +17.7% | -0.4% | +7.3% |
| 1Y | +21.1% | +25.8% | -4.6% | +6.9% |
| 3Y | -1.6% | +77.1% | -78.7% | -26.9% |
| All | -1.6% | +77.0% | -78.6% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling