-20.7%
PFE vs VSH
+64.7%
-85.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.7% | -1.6% |
| 7D | +1.8% | +4.1% | -2.3% | +1.4% |
| 30D | +10.2% | -4.2% | +14.4% | +10.4% |
| 3M | +12.7% | -50.0% | +62.7% | +19.5% |
| 6M | +10.5% | +80.2% | -69.6% | -1.8% |
| YTD | +20.2% | +121.1% | -100.9% | +3.3% |
| 1Y | +24.1% | +112.0% | -87.9% | +6.8% |
| 3Y | -3.6% | +22.5% | -26.1% | -13.3% |
| All | -20.7% | +64.7% | -85.4% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling