+21.0%
PFE vs VSH
+31.2%
-10.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.4% |
| 7D | -1.7% | +14.3% | -16.0% | -2.4% |
| 30D | +0.3% | -7.9% | +8.2% | +0.5% |
| 3M | +9.4% | -19.9% | +29.2% | +10.2% |
| 6M | +14.9% | -30.5% | +45.4% | +14.2% |
| YTD | +23.8% | +85.7% | -61.9% | +6.8% |
| 1Y | +19.5% | +98.9% | -79.4% | +1.9% |
| 3Y | +21.0% | +32.1% | -11.1% | +3.7% |
| All | +21.0% | +31.2% | -10.2% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling