+3,280.0%
PFE vs VMC
+3,246.6%
+33.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.4% |
| 7D | +1.8% | -4.3% | +6.1% | +2.7% |
| 30D | +10.2% | -8.2% | +18.5% | +12.2% |
| 3M | +12.7% | -7.0% | +19.7% | +14.1% |
| 6M | +10.5% | -10.8% | +21.3% | +12.7% |
| YTD | +20.2% | -7.4% | +27.5% | +21.2% |
| 1Y | +24.1% | -9.5% | +33.6% | +25.7% |
| 3Y | -3.6% | +20.5% | -24.0% | -9.0% |
| 5Y | -20.9% | +51.6% | -72.4% | -30.0% |
| 10Y | +35.8% | +150.0% | -114.2% | +1.5% |
| All | +3,280.0% | +3,246.6% | +33.3% | +1,310.5% |
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