+51.7%
PFE vs VSH
+135.8%
-84.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.5% | -0.7% |
| 7D | -3.0% | +12.8% | -15.7% | -4.6% |
| 30D | +5.2% | -9.0% | +14.2% | +5.7% |
| 3M | +12.2% | -12.2% | +24.4% | +12.8% |
| 6M | +17.8% | -15.9% | +33.7% | +15.3% |
| YTD | +26.2% | +103.2% | -77.0% | +5.4% |
| 1Y | +23.2% | +108.4% | -85.3% | +2.3% |
| 3Y | +21.3% | +41.6% | -20.3% | +4.1% |
| 5Y | -23.1% | +54.6% | -77.7% | -36.5% |
| All | +51.7% | +135.8% | -84.1% | +10.6% |
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