+48.5%
PFE vs VST
+1,153.0%
-1,104.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -2.1% | +19.2% | -21.3% | -3.4% |
| 30D | +3.1% | -17.2% | +20.3% | +4.3% |
| 3M | +11.2% | -8.1% | +19.3% | +11.4% |
| 6M | +15.0% | -8.1% | +23.2% | +14.9% |
| YTD | +23.5% | -16.3% | +39.8% | +23.8% |
| 1Y | +18.9% | -24.1% | +43.0% | +20.0% |
| 3Y | +18.7% | +300.2% | -281.5% | -11.0% |
| 5Y | -24.0% | +645.9% | -669.9% | -50.0% |
| All | +48.5% | +1,153.0% | -1,104.5% | -8.3% |
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