-21.4%
PFE vs VTR
+88.4%
-109.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -4.3% | -2.9% | -1.4% | -3.7% |
| 30D | +2.7% | -2.8% | +5.5% | +3.3% |
| 3M | +10.0% | +9.0% | +1.0% | +7.9% |
| 6M | +7.2% | +5.0% | +2.2% | +5.8% |
| YTD | +17.3% | +16.9% | +0.4% | +13.2% |
| 1Y | +20.3% | +34.3% | -14.0% | +12.7% |
| 3Y | -1.6% | +131.6% | -133.2% | -16.8% |
| 5Y | -21.4% | +88.0% | -109.4% | -30.0% |
| All | -21.4% | +88.4% | -109.8% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 5y: compounded portfolio wealth divided by compounded VTR 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…
5y analysis · Full analysis span regression · 6 months rolling