+3,391.6%
PFE vs VMC
+3,502.6%
-111.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.4% |
| 7D | -3.7% | +0.5% | -4.2% | -3.8% |
| 30D | +5.0% | +15.8% | -10.8% | +1.7% |
| 3M | +12.2% | +0.6% | +11.6% | +11.9% |
| 6M | +14.6% | -4.0% | +18.6% | +15.0% |
| YTD | +24.1% | -0.3% | +24.4% | +23.2% |
| 1Y | +26.6% | -0.5% | +27.1% | +25.7% |
| 3Y | +14.3% | +39.6% | -25.2% | +4.5% |
| 5Y | -21.9% | +50.1% | -72.0% | -30.8% |
| 10Y | +62.6% | +163.9% | -101.3% | +20.3% |
| All | +3,391.6% | +3,502.6% | -111.0% | +1,333.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling