+315.9%
PFE vs VT
+363.9%
-48.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.6% |
| 7D | +4.6% | -0.3% | +4.9% | +4.7% |
| 30D | +12.3% | -1.4% | +13.8% | +13.2% |
| 3M | +21.2% | -1.4% | +22.6% | +22.0% |
| 6M | +21.1% | +5.5% | +15.6% | +16.6% |
| YTD | +30.0% | +12.8% | +17.2% | +19.9% |
| 1Y | +35.6% | +15.4% | +20.2% | +23.3% |
| 3Y | +19.5% | +76.9% | -57.4% | -17.5% |
| 5Y | -9.3% | +60.4% | -69.7% | -34.4% |
| 10Y | +70.4% | +232.8% | -162.4% | -24.8% |
| All | +315.9% | +363.9% | -48.0% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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