+7.0%
PFE vs VLTO
+54.8%
-47.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -3.7% | +5.4% | -9.1% | -5.2% |
| 30D | +5.0% | +22.3% | -17.3% | -1.3% |
| 3M | +12.2% | +19.6% | -7.4% | +6.2% |
| 6M | +14.6% | +35.2% | -20.6% | +4.4% |
| YTD | +24.1% | +17.9% | +6.3% | +18.0% |
| 1Y | +26.6% | +19.5% | +7.0% | +19.6% |
| 3Y | +14.3% | +73.9% | -59.6% | -2.2% |
| All | +7.0% | +54.8% | -47.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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