+50.7%
PFE vs VFC
-47.4%
+98.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -3.0% | -1.4% | -1.6% | -2.8% |
| 30D | +5.2% | +30.7% | -25.5% | +1.6% |
| 3M | +12.2% | +40.6% | -28.4% | +7.3% |
| 6M | +17.8% | +16.5% | +1.3% | +14.8% |
| YTD | +26.2% | +16.2% | +10.0% | +22.4% |
| 1Y | +23.2% | +42.4% | -19.3% | +16.2% |
| 3Y | +21.3% | +48.1% | -26.8% | +7.0% |
| 5Y | -23.1% | -67.8% | +44.7% | -13.6% |
| 10Y | +50.7% | -48.5% | +99.2% | +54.4% |
| All | +50.7% | -47.4% | +98.1% | +54.4% |
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