+49.6%
PFE vs VMC
+145.8%
-96.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.9% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | +3.4% | +18.3% | -15.0% | +0.9% |
| 3M | +9.2% | +1.9% | +7.4% | +8.8% |
| 6M | +15.8% | +2.4% | +13.4% | +15.1% |
| YTD | +23.4% | +2.1% | +21.4% | +22.4% |
| 1Y | +25.8% | +1.5% | +24.3% | +24.9% |
| 3Y | +17.8% | +41.5% | -23.6% | +11.1% |
| 5Y | -20.2% | +46.4% | -66.5% | -26.1% |
| 10Y | +49.6% | +139.8% | -90.2% | +30.8% |
| All | +49.6% | +145.8% | -96.2% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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