+177.0%
PFE vs VEU
+192.1%
-15.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.5% |
| 7D | +1.8% | +1.1% | +0.6% | +1.1% |
| 30D | +10.2% | +2.2% | +8.1% | +8.9% |
| 3M | +12.7% | +3.0% | +9.7% | +10.4% |
| 6M | +10.5% | +10.9% | -0.3% | +3.7% |
| YTD | +20.2% | +18.2% | +2.0% | +8.7% |
| 1Y | +24.1% | +28.3% | -4.2% | +7.3% |
| 3Y | -3.6% | +74.6% | -78.2% | -30.1% |
| 5Y | -20.9% | +56.4% | -77.2% | -39.8% |
| 10Y | +35.8% | +153.0% | -117.2% | -22.7% |
| All | +177.0% | +192.1% | -15.1% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling