+95.1%
PFE vs VTI
+943.4%
-848.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -1.7% | +2.5% | -4.2% | -3.4% |
| 30D | +0.3% | -1.5% | +1.9% | +1.3% |
| 3M | +9.4% | -3.2% | +12.6% | +11.6% |
| 6M | +14.9% | +2.3% | +12.6% | +12.5% |
| YTD | +23.8% | +11.6% | +12.2% | +13.9% |
| 1Y | +19.5% | +13.8% | +5.7% | +8.5% |
| 3Y | +21.0% | +77.4% | -56.4% | -21.1% |
| 5Y | -23.9% | +64.6% | -88.4% | -48.9% |
| 10Y | +47.8% | +290.6% | -242.7% | -50.3% |
| All | +95.1% | +943.4% | -848.3% | -73.4% |
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