+27.1%
PFE vs VG
-51.4%
+78.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -3.0% |
| 7D | -0.2% | -22.0% | +21.8% | -0.3% |
| 30D | +8.7% | -14.7% | +23.4% | +8.6% |
| 3M | +15.8% | -7.1% | +22.8% | +15.7% |
| 6M | +16.8% | -11.2% | +28.0% | +16.6% |
| YTD | +26.2% | +69.8% | -43.6% | +23.9% |
| 1Y | +29.9% | +49.9% | -19.9% | +27.8% |
| All | +27.1% | -51.4% | +78.5% | +20.8% |
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