+32.9%
PFE vs VFC
-69.1%
+102.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.5% | -2.1% |
| 7D | -2.7% | +0.8% | -3.5% | -2.8% |
| 30D | +3.8% | -11.9% | +15.8% | +5.5% |
| 3M | +10.4% | -20.2% | +30.5% | +13.0% |
| 6M | +6.3% | -23.0% | +29.2% | +9.0% |
| YTD | +17.4% | -26.2% | +43.6% | +20.8% |
| 1Y | +21.1% | -13.3% | +34.5% | +21.6% |
| 3Y | -1.6% | -25.5% | +23.9% | -5.1% |
| 5Y | -22.2% | -78.1% | +56.0% | -8.4% |
| 10Y | +32.9% | -68.8% | +101.7% | +43.0% |
| All | +32.9% | -69.1% | +102.0% | +43.0% |
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