+48.5%
PFE vs VGT
+730.3%
-681.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -2.0% |
| 7D | -2.1% | +5.6% | -7.7% | -3.6% |
| 30D | +3.1% | -10.6% | +13.7% | +6.0% |
| 3M | +11.2% | -6.9% | +18.1% | +12.9% |
| 6M | +15.0% | +0.9% | +14.1% | +13.5% |
| YTD | +23.5% | +20.4% | +3.1% | +15.2% |
| 1Y | +18.9% | +17.4% | +1.5% | +11.7% |
| 3Y | +18.7% | +106.3% | -87.5% | -9.6% |
| 5Y | -24.0% | +107.9% | -131.9% | -43.6% |
| All | +48.5% | +730.3% | -681.8% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling