+52.5%
PFE vs VTEB
+26.6%
+25.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.7% | -0.2% | -2.4% | -2.5% |
| 30D | +3.8% | -1.6% | +5.5% | +4.8% |
| 3M | +10.4% | -2.0% | +12.4% | +11.6% |
| 6M | +6.3% | -1.7% | +7.9% | +7.2% |
| YTD | +17.4% | -0.6% | +18.0% | +17.8% |
| 1Y | +21.1% | +1.8% | +19.3% | +20.0% |
| 3Y | -1.6% | +9.6% | -11.2% | -5.9% |
| 5Y | -22.2% | +2.1% | -24.2% | -23.2% |
| 10Y | +32.9% | +18.9% | +13.9% | +43.9% |
| All | +52.5% | +26.6% | +25.9% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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