+190.0%
PFE vs VEU
+174.2%
+15.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.8% |
| 7D | -0.7% | +0.5% | -1.2% | -1.0% |
| 30D | +5.3% | -2.3% | +7.6% | +6.6% |
| 3M | +10.1% | -4.4% | +14.5% | +12.6% |
| 6M | +18.0% | -2.2% | +20.2% | +18.7% |
| YTD | +25.8% | +10.9% | +14.9% | +17.6% |
| 1Y | +28.4% | +13.4% | +15.1% | +18.7% |
| 3Y | +20.9% | +69.7% | -48.8% | -11.2% |
| 5Y | -21.5% | +50.0% | -71.5% | -39.0% |
| 10Y | +46.2% | +145.8% | -99.6% | -15.6% |
| All | +190.0% | +174.2% | +15.8% | +44.3% |
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