+49.6%
PFE vs VSH
+128.2%
-78.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +13.4% | -14.0% | -2.1% |
| 7D | -4.7% | +3.5% | -8.2% | -5.4% |
| 30D | +3.4% | -22.4% | +25.8% | +5.9% |
| 3M | +9.2% | -25.2% | +34.4% | +11.9% |
| 6M | +15.8% | -22.5% | +38.4% | +14.4% |
| YTD | +23.4% | +84.2% | -60.7% | +4.4% |
| 1Y | +25.8% | +87.1% | -61.2% | +6.0% |
| 3Y | +17.8% | +31.7% | -13.8% | +2.0% |
| 5Y | -20.2% | +42.6% | -62.8% | -33.5% |
| 10Y | +49.6% | +116.6% | -67.0% | +13.2% |
| All | +49.6% | +128.2% | -78.7% | +13.2% |
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