+49.6%
PFE vs VFC
-44.8%
+94.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.9% |
| 7D | -4.7% | +7.7% | -12.4% | -5.6% |
| 30D | +3.4% | +39.2% | -35.8% | -1.0% |
| 3M | +9.2% | +40.3% | -31.0% | +4.4% |
| 6M | +15.8% | +11.4% | +4.4% | +13.5% |
| YTD | +23.4% | +17.5% | +5.9% | +19.6% |
| 1Y | +25.8% | +45.9% | -20.0% | +18.3% |
| 3Y | +17.8% | +47.3% | -29.5% | +4.1% |
| 5Y | -20.2% | -67.2% | +47.0% | -10.6% |
| 10Y | +49.6% | -46.1% | +95.7% | +53.0% |
| All | +49.6% | -44.8% | +94.4% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling