-23.8%
PFE vs VFC
-68.3%
+44.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.1% |
| 7D | -1.7% | +1.6% | -3.3% | -1.9% |
| 30D | +0.3% | +25.5% | -25.1% | -1.8% |
| 3M | +9.4% | +41.3% | -31.9% | +5.7% |
| 6M | +14.9% | +22.2% | -7.3% | +12.2% |
| YTD | +23.8% | +16.4% | +7.4% | +21.0% |
| 1Y | +19.5% | +38.4% | -18.9% | +14.8% |
| 3Y | +21.0% | +56.2% | -35.2% | +10.3% |
| All | -23.8% | -68.3% | +44.6% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling