-20.2%
PFE vs VEU
+49.1%
-69.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.7% |
| 7D | -4.7% | +0.8% | -5.4% | -5.0% |
| 30D | +3.4% | -1.6% | +5.0% | +4.0% |
| 3M | +9.2% | -4.2% | +13.4% | +11.0% |
| 6M | +15.8% | -1.5% | +17.3% | +16.0% |
| YTD | +23.4% | +11.7% | +11.7% | +16.5% |
| 1Y | +25.8% | +15.6% | +10.2% | +16.9% |
| 3Y | +17.8% | +71.7% | -53.9% | -7.4% |
| 5Y | -20.2% | +49.5% | -69.7% | -43.1% |
| All | -20.2% | +49.1% | -69.3% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling