+32.5%
PFE vs VIG
+247.5%
-215.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -4.0% | -2.2% | -1.8% | -2.5% |
| 30D | +3.9% | -3.2% | +7.1% | +6.3% |
| 3M | +9.9% | +3.0% | +6.9% | +7.6% |
| 6M | +5.3% | +8.1% | -2.8% | -0.5% |
| YTD | +16.8% | +9.1% | +7.7% | +9.7% |
| 1Y | +20.4% | +12.6% | +7.9% | +10.7% |
| 3Y | -2.1% | +55.4% | -57.5% | -28.6% |
| 5Y | -21.0% | +62.8% | -83.8% | -45.0% |
| All | +32.5% | +247.5% | -215.1% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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