+16.2%
PFE vs VLTO
+68.7%
-52.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -0.2% | +12.0% | -12.2% | -3.7% |
| 30D | +8.7% | +20.8% | -12.2% | +2.5% |
| 3M | +15.8% | +20.1% | -4.3% | +9.3% |
| 6M | +16.8% | +32.6% | -15.8% | +6.9% |
| YTD | +26.2% | +17.3% | +8.9% | +20.2% |
| 1Y | +29.9% | +17.3% | +12.6% | +23.6% |
| All | +16.2% | +68.7% | -52.5% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling