+35.6%
PFE vs VST
-35.7%
+71.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.8% | +16.5% | +2.2% |
| 7D | +4.6% | -15.7% | +20.3% | +4.1% |
| 30D | +12.3% | -17.0% | +29.3% | +11.7% |
| 3M | +21.2% | -15.9% | +37.1% | +20.5% |
| 6M | +21.1% | -25.0% | +46.1% | +20.2% |
| YTD | +30.0% | -25.1% | +55.1% | +29.4% |
| 1Y | +35.6% | -34.9% | +70.5% | +32.2% |
| All | +35.6% | -35.7% | +71.3% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling