+14.3%
PFE vs VST
+264.2%
-249.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.6% | -12.2% | -1.5% |
| 7D | -3.7% | -9.8% | +6.1% | -3.8% |
| 30D | +5.0% | -25.1% | +30.1% | +4.7% |
| 3M | +12.2% | -11.6% | +23.8% | +12.0% |
| 6M | +14.6% | -20.9% | +35.5% | +14.3% |
| YTD | +24.1% | -22.3% | +46.4% | +23.9% |
| 1Y | +26.6% | -32.0% | +58.6% | +26.2% |
| 3Y | +14.3% | +262.4% | -248.1% | +33.6% |
| All | +14.3% | +264.2% | -249.9% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling