+32.5%
PFE vs VGT
+809.1%
-776.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -4.0% | -1.0% | -3.0% | -3.7% |
| 30D | +3.9% | -0.4% | +4.3% | +3.9% |
| 3M | +9.9% | +6.6% | +3.3% | +7.5% |
| 6M | +5.3% | +31.0% | -25.7% | -3.6% |
| YTD | +16.8% | +27.2% | -10.5% | +7.7% |
| 1Y | +20.4% | +34.5% | -14.0% | +8.9% |
| 3Y | -2.1% | +123.1% | -125.2% | -27.0% |
| 5Y | -21.0% | +135.1% | -156.1% | -43.8% |
| All | +32.5% | +809.1% | -776.6% | -47.2% |
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