+153.7%
PFE vs VNQ
+392.5%
-238.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | +1.8% | -1.3% | +3.0% | +2.2% |
| 30D | +10.2% | -2.9% | +13.2% | +11.4% |
| 3M | +12.7% | +0.8% | +11.9% | +12.3% |
| 6M | +10.5% | +2.5% | +8.1% | +9.5% |
| YTD | +20.2% | +10.6% | +9.5% | +15.7% |
| 1Y | +24.1% | +9.1% | +15.0% | +20.2% |
| 3Y | -3.6% | +31.0% | -34.6% | -12.8% |
| 5Y | -20.9% | +4.9% | -25.8% | -23.5% |
| 10Y | +35.8% | +59.5% | -23.6% | +11.1% |
| All | +153.7% | +392.5% | -238.9% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling