-21.0%
PFE vs VNQ
+5.5%
-26.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -4.0% | -2.6% | -1.4% | -2.9% |
| 30D | +3.9% | -2.3% | +6.2% | +4.9% |
| 3M | +9.9% | -2.8% | +12.7% | +11.2% |
| 6M | +5.3% | +2.5% | +2.8% | +4.0% |
| YTD | +16.8% | +8.4% | +8.3% | +12.6% |
| 1Y | +20.4% | +6.8% | +13.7% | +16.9% |
| 3Y | -2.1% | +29.9% | -32.0% | -11.8% |
| 5Y | -21.0% | +7.2% | -28.2% | -26.3% |
| All | -21.0% | +5.5% | -26.5% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 5y: compounded portfolio wealth divided by compounded VNQ 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…
5y analysis · Full analysis span regression · 6 months rolling