+14.3%
PFE vs VO
+60.2%
-45.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.7% | -2.6% | -1.1% | -2.5% |
| 30D | +5.0% | -0.9% | +5.9% | +5.4% |
| 3M | +12.2% | -3.0% | +15.2% | +13.8% |
| 6M | +14.6% | +2.2% | +12.4% | +13.0% |
| YTD | +24.1% | +10.6% | +13.6% | +17.4% |
| 1Y | +26.6% | +12.5% | +14.1% | +18.6% |
| 3Y | +14.3% | +61.4% | -47.1% | -2.1% |
| All | +14.3% | +60.2% | -45.9% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling