-4.5%
PFE vs VSXY
+101.4%
-105.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.6% |
| 7D | -0.7% | +10.2% | -10.9% | -1.2% |
| 30D | +5.3% | +33.6% | -28.3% | +3.7% |
| 3M | +10.1% | +10.8% | -0.7% | +9.4% |
| 6M | +18.0% | +130.5% | -112.5% | +12.1% |
| YTD | +25.8% | +104.4% | -78.6% | +19.8% |
| 1Y | +28.4% | +216.5% | -188.1% | +18.8% |
| 3Y | +20.9% | +465.9% | -445.0% | +5.3% |
| 5Y | -21.5% | +123.1% | -144.6% | -29.0% |
| All | -4.5% | +101.4% | -105.9% | -16.4% |
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