+60.6%
PFE vs VST
+1,112.0%
-1,051.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.6% | -12.2% | -2.4% |
| 7D | -3.7% | -9.8% | +6.1% | -3.2% |
| 30D | +5.0% | -25.1% | +30.1% | +6.9% |
| 3M | +12.2% | -11.6% | +23.8% | +12.7% |
| 6M | +14.6% | -20.9% | +35.5% | +15.8% |
| YTD | +24.1% | -22.3% | +46.4% | +25.1% |
| 1Y | +26.6% | -32.0% | +58.6% | +28.8% |
| 3Y | +14.3% | +262.4% | -248.1% | -13.3% |
| 5Y | -21.9% | +563.4% | -585.3% | -47.7% |
| All | +60.6% | +1,112.0% | -1,051.4% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling