+419.9%
PFE vs VTR
+1,485.3%
-1,065.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | +0.3% | +5.5% | -5.1% | -0.5% |
| 3M | +9.4% | -0.9% | +10.3% | +9.5% |
| 6M | +14.9% | -0.4% | +15.3% | +14.8% |
| YTD | +23.8% | +17.0% | +6.8% | +20.5% |
| 1Y | +19.5% | +18.0% | +1.6% | +16.2% |
| 3Y | +21.0% | +127.4% | -106.3% | +6.0% |
| 5Y | -23.9% | +92.3% | -116.1% | -32.4% |
| 10Y | +47.8% | +129.6% | -81.7% | +21.1% |
| All | +419.9% | +1,485.3% | -1,065.4% | +246.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling