+3,391.6%
PFE vs VSH
+1,203.4%
+2,188.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.7% | -7.4% | -2.3% |
| 7D | -3.7% | -12.9% | +9.2% | -2.3% |
| 30D | +5.0% | -36.9% | +41.8% | +10.3% |
| 3M | +12.2% | -28.8% | +40.9% | +15.6% |
| 6M | +14.6% | -30.3% | +44.9% | +15.9% |
| YTD | +24.1% | +62.4% | -38.2% | +11.5% |
| 1Y | +26.6% | +62.5% | -36.0% | +13.5% |
| 3Y | +14.3% | +7.4% | +6.9% | +5.6% |
| 5Y | -21.9% | +25.4% | -47.3% | -30.2% |
| 10Y | +62.6% | +102.6% | -40.0% | +32.2% |
| All | +3,391.6% | +1,203.4% | +2,188.2% | +1,697.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling