-20.6%
PFE vs VST
+515.1%
-535.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.2% | +3.2% | -2.9% |
| 7D | -0.2% | -19.9% | +19.7% | 0.0% |
| 30D | +8.7% | -29.7% | +38.3% | +9.1% |
| 3M | +15.8% | -19.6% | +35.3% | +15.9% |
| 6M | +16.8% | -29.4% | +46.2% | +17.2% |
| YTD | +26.2% | -29.7% | +55.9% | +26.4% |
| 1Y | +29.9% | -40.0% | +70.0% | +30.5% |
| 3Y | +15.9% | +231.0% | -215.1% | +1.1% |
| 5Y | -20.6% | +500.1% | -520.7% | -31.5% |
| All | -20.6% | +515.1% | -535.7% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling