+32.9%
PFE vs VSH
+170.2%
-137.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -2.7% | +6.2% | -8.9% | -3.5% |
| 30D | +3.8% | -11.1% | +15.0% | +5.3% |
| 3M | +10.4% | -44.9% | +55.3% | +18.2% |
| 6M | +6.3% | +90.0% | -83.7% | -8.6% |
| YTD | +17.4% | +118.8% | -101.4% | -2.0% |
| 1Y | +21.1% | +109.0% | -87.8% | +1.4% |
| 3Y | -1.6% | +35.6% | -37.2% | -13.7% |
| 5Y | -22.2% | +66.7% | -88.9% | -35.8% |
| 10Y | +32.9% | +167.9% | -135.1% | -10.0% |
| All | +32.9% | +170.2% | -137.3% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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