+16.2%
PFE vs VST
+229.5%
-213.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.2% | +3.2% | -3.0% |
| 7D | -0.2% | -19.9% | +19.7% | -0.5% |
| 30D | +8.7% | -29.7% | +38.3% | +8.2% |
| 3M | +15.8% | -19.6% | +35.3% | +15.4% |
| 6M | +16.8% | -29.4% | +46.2% | +16.4% |
| YTD | +26.2% | -29.7% | +55.9% | +25.8% |
| 1Y | +29.9% | -40.0% | +70.0% | +29.3% |
| All | +16.2% | +229.5% | -213.3% | +35.6% |
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