-22.2%
PFE vs VGT
+133.4%
-155.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -2.7% | +1.8% | -4.5% | -2.9% |
| 30D | +3.8% | -0.3% | +4.2% | +3.9% |
| 3M | +10.4% | +3.4% | +7.0% | +9.6% |
| 6M | +6.3% | +35.0% | -28.7% | +0.7% |
| YTD | +17.4% | +28.8% | -11.4% | +12.0% |
| 1Y | +21.1% | +38.0% | -16.8% | +14.1% |
| 3Y | -1.6% | +125.8% | -127.4% | -17.0% |
| 5Y | -22.2% | +134.7% | -156.9% | -40.9% |
| All | -22.2% | +133.4% | -155.5% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling