+190.5%
PFE vs VIG
+623.5%
-433.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.9% |
| 7D | +1.8% | -0.4% | +2.2% | +2.1% |
| 30D | +10.2% | -1.0% | +11.2% | +11.1% |
| 3M | +12.7% | +2.8% | +9.9% | +10.2% |
| 6M | +10.5% | +8.2% | +2.3% | +3.6% |
| YTD | +20.2% | +11.0% | +9.1% | +10.3% |
| 1Y | +24.1% | +16.1% | +7.9% | +10.0% |
| 3Y | -3.6% | +56.2% | -59.7% | -33.0% |
| 5Y | -20.9% | +63.0% | -83.8% | -47.7% |
| 10Y | +35.8% | +241.4% | -205.6% | -53.3% |
| All | +190.5% | +623.5% | -433.1% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling