+3,280.0%
PFE vs VFC
+845.1%
+2,434.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.7% |
| 7D | +1.8% | -1.6% | +3.4% | +2.0% |
| 30D | +10.2% | -11.6% | +21.9% | +12.7% |
| 3M | +12.7% | -18.1% | +30.8% | +16.1% |
| 6M | +10.5% | -27.4% | +37.9% | +16.0% |
| YTD | +20.2% | -24.8% | +45.0% | +24.8% |
| 1Y | +24.1% | -8.2% | +32.3% | +23.3% |
| 3Y | -3.6% | -29.1% | +25.5% | -7.9% |
| 5Y | -20.9% | -79.2% | +58.3% | -3.9% |
| 10Y | +35.8% | -68.1% | +103.9% | +40.5% |
| All | +3,280.0% | +845.1% | +2,434.8% | +1,620.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling