+49.6%
PFE vs VIG
+267.0%
-217.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -3.0% | -2.3% |
| 7D | -4.7% | +0.4% | -5.1% | -5.0% |
| 30D | +3.4% | +4.3% | -0.9% | +0.3% |
| 3M | +9.2% | +2.0% | +7.2% | +7.7% |
| 6M | +15.8% | +10.2% | +5.6% | +8.0% |
| YTD | +23.4% | +14.8% | +8.7% | +11.8% |
| 1Y | +25.8% | +17.5% | +8.4% | +12.2% |
| 3Y | +17.8% | +67.4% | -49.6% | -18.4% |
| 5Y | -20.2% | +63.4% | -83.6% | -44.4% |
| 10Y | +49.6% | +259.9% | -210.3% | -40.1% |
| All | +49.6% | +267.0% | -217.4% | -40.1% |
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