+161.3%
PFE vs VNQ
+399.1%
-237.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | +0.8% | -2.5% | -2.0% |
| 30D | +0.3% | +6.8% | -6.4% | -2.0% |
| 3M | +9.4% | -1.3% | +10.7% | +9.9% |
| 6M | +14.9% | +2.4% | +12.5% | +13.8% |
| YTD | +23.8% | +12.1% | +11.7% | +18.6% |
| 1Y | +19.5% | +12.0% | +7.5% | +14.6% |
| 3Y | +21.0% | +44.8% | -23.7% | +5.6% |
| 5Y | -23.9% | +6.9% | -30.7% | -26.8% |
| 10Y | +47.8% | +82.9% | -35.1% | +15.6% |
| All | +161.3% | +399.1% | -237.8% | +26.5% |
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