+20.4%
PFE vs VTI
+17.1%
+3.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -4.0% | -2.0% | -2.0% | -3.3% |
| 30D | +3.9% | -1.9% | +5.8% | +4.6% |
| 3M | +9.9% | +4.5% | +5.4% | +7.9% |
| 6M | +5.3% | +12.6% | -7.3% | -0.7% |
| YTD | +16.8% | +12.0% | +4.8% | +10.2% |
| 1Y | +20.4% | +17.3% | +3.1% | +8.3% |
| All | +20.4% | +17.1% | +3.3% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling