+94.7%
PFE vs VTI
+947.6%
-852.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | -2.1% | +3.4% | -5.5% | -4.3% |
| 30D | +3.1% | -2.3% | +5.4% | +4.6% |
| 3M | +11.2% | -2.2% | +13.3% | +12.6% |
| 6M | +15.0% | +3.3% | +11.8% | +11.9% |
| YTD | +23.5% | +12.1% | +11.4% | +13.3% |
| 1Y | +18.9% | +12.2% | +6.7% | +9.0% |
| 3Y | +18.7% | +78.0% | -59.3% | -22.8% |
| 5Y | -24.0% | +65.2% | -89.3% | -49.2% |
| 10Y | +47.5% | +292.2% | -244.6% | -50.6% |
| All | +94.7% | +947.6% | -852.9% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling