-21.5%
PFE vs VST
+644.1%
-665.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +0.5% |
| 7D | -0.7% | -6.0% | +5.3% | -0.7% |
| 30D | +5.3% | -18.8% | +24.1% | +5.6% |
| 3M | +10.1% | -8.0% | +18.2% | +10.1% |
| 6M | +18.0% | -10.9% | +29.0% | +17.9% |
| YTD | +25.8% | -18.3% | +44.1% | +25.8% |
| 1Y | +28.4% | -29.9% | +58.4% | +28.8% |
| 3Y | +20.9% | +290.3% | -269.4% | +5.5% |
| 5Y | -21.5% | +635.3% | -656.8% | -27.1% |
| All | -21.5% | +644.1% | -665.6% | -27.1% |
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