+32.9%
PFE vs VO
+192.5%
-159.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | -2.7% | +0.6% | -3.3% | -3.0% |
| 30D | +3.8% | -1.1% | +4.9% | +4.4% |
| 3M | +10.4% | +4.5% | +5.8% | +7.8% |
| 6M | +6.3% | +11.1% | -4.8% | +0.5% |
| YTD | +17.4% | +13.5% | +3.8% | +9.8% |
| 1Y | +21.1% | +14.5% | +6.7% | +12.9% |
| 3Y | -1.6% | +58.1% | -59.7% | -22.6% |
| 5Y | -22.2% | +43.3% | -65.4% | -36.8% |
| 10Y | +32.9% | +193.2% | -160.3% | -33.0% |
| All | +32.9% | +192.5% | -159.6% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling