+112.1%
PFE vs VO
+827.2%
-715.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +1.8% | -0.3% | +2.0% | +1.9% |
| 30D | +10.2% | -0.3% | +10.6% | +10.4% |
| 3M | +12.7% | +2.9% | +9.7% | +10.6% |
| 6M | +10.5% | +9.3% | +1.2% | +4.7% |
| YTD | +20.2% | +14.2% | +6.0% | +10.9% |
| 1Y | +24.1% | +15.3% | +8.8% | +13.9% |
| 3Y | -3.6% | +56.2% | -59.8% | -26.5% |
| 5Y | -20.9% | +42.4% | -63.3% | -37.8% |
| 10Y | +35.8% | +194.7% | -158.9% | -34.1% |
| All | +112.1% | +827.2% | -715.2% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling