-8.8%
PFE vs VSXY
+37.4%
-46.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.9% | -1.4% |
| 7D | +1.8% | -14.0% | +15.7% | +2.5% |
| 30D | +10.2% | -15.9% | +26.1% | +11.1% |
| 3M | +12.7% | +3.4% | +9.3% | +12.3% |
| 6M | +10.5% | +25.9% | -15.4% | +8.3% |
| YTD | +20.2% | +39.5% | -19.3% | +16.8% |
| 1Y | +24.1% | +194.4% | -170.3% | +14.9% |
| 3Y | -3.6% | +281.4% | -285.0% | -14.4% |
| 5Y | -20.9% | +12.8% | -33.6% | -23.9% |
| All | -8.8% | +37.4% | -46.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 all: compounded portfolio wealth divided by compounded VSXY 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…
all analysis · Full analysis span regression · 6 months rolling