-6.1%
PFE vs VSXY
+93.0%
-99.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -1.7% | -1.7% | 0.0% | -1.6% |
| 30D | +0.3% | +20.1% | -19.8% | -0.6% |
| 3M | +9.4% | +16.6% | -7.2% | +8.3% |
| 6M | +14.9% | +134.9% | -120.1% | +9.0% |
| YTD | +23.8% | +96.0% | -72.2% | +18.1% |
| 1Y | +19.5% | +203.8% | -184.3% | +10.8% |
| 3Y | +21.0% | +465.3% | -444.3% | +5.4% |
| 5Y | -23.9% | +106.3% | -130.2% | -30.7% |
| All | -6.1% | +93.0% | -99.1% | -17.6% |
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