+48.8%
PFE vs VTI
+289.3%
-240.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -1.7% | +2.5% | -4.2% | -3.0% |
| 30D | +0.3% | -1.5% | +1.9% | +1.1% |
| 3M | +9.4% | -3.2% | +12.6% | +11.1% |
| 6M | +14.9% | +2.3% | +12.6% | +13.1% |
| YTD | +23.8% | +11.6% | +12.2% | +16.1% |
| 1Y | +19.5% | +13.8% | +5.7% | +10.9% |
| 3Y | +21.0% | +77.4% | -56.4% | -13.4% |
| 5Y | -23.9% | +64.6% | -88.4% | -43.9% |
| All | +48.8% | +289.3% | -240.5% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 10y: compounded portfolio wealth divided by compounded VTI 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…
10y analysis · Full analysis span regression · 6 months rolling