+3,372.6%
PFE vs VFC
+1,377.5%
+1,995.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.0% |
| 7D | -4.7% | +7.7% | -12.4% | -6.0% |
| 30D | +3.4% | +39.2% | -35.8% | -3.0% |
| 3M | +9.2% | +40.3% | -31.0% | +2.2% |
| 6M | +15.8% | +11.4% | +4.4% | +12.3% |
| YTD | +23.4% | +17.5% | +5.9% | +17.7% |
| 1Y | +25.8% | +45.9% | -20.0% | +14.8% |
| 3Y | +17.8% | +47.3% | -29.5% | -1.8% |
| 5Y | -20.2% | -67.2% | +47.0% | -11.0% |
| 10Y | +49.6% | -46.1% | +95.7% | +39.3% |
| All | +3,372.6% | +1,377.5% | +1,995.1% | +1,522.5% |
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