+25.0%
PFE vs VG
-51.4%
+76.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.7% | -22.0% | +18.3% | -3.8% |
| 30D | +5.0% | -11.6% | +16.6% | +4.9% |
| 3M | +12.2% | -14.9% | +27.0% | +12.1% |
| 6M | +14.6% | -3.5% | +18.1% | +14.4% |
| YTD | +24.1% | +70.0% | -45.8% | +21.9% |
| 1Y | +26.6% | +50.0% | -23.4% | +24.5% |
| All | +25.0% | -51.4% | +76.3% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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