+14.3%
PFE vs VFC
+39.5%
-25.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -3.7% | +11.2% | -14.9% | -4.7% |
| 30D | +5.0% | +41.5% | -36.6% | +1.5% |
| 3M | +12.2% | +38.9% | -26.8% | +8.6% |
| 6M | +14.6% | +6.1% | +8.4% | +13.4% |
| YTD | +24.1% | +14.5% | +9.6% | +21.5% |
| 1Y | +26.6% | +46.0% | -19.4% | +21.0% |
| 3Y | +14.3% | +36.4% | -22.1% | +4.1% |
| All | +14.3% | +39.5% | -25.2% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling