+430.0%
PFE vs VTR
+1,512.0%
-1,082.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.0% | +1.4% | -4.3% | -3.2% |
| 30D | +5.2% | +8.2% | -3.0% | +3.9% |
| 3M | +12.2% | +4.6% | +7.6% | +11.4% |
| 6M | +17.8% | +4.3% | +13.5% | +16.8% |
| YTD | +26.2% | +19.0% | +7.2% | +22.5% |
| 1Y | +23.2% | +21.6% | +1.5% | +19.1% |
| 3Y | +21.3% | +132.2% | -110.9% | +5.8% |
| 5Y | -23.1% | +94.4% | -117.5% | -31.8% |
| 10Y | +50.7% | +133.5% | -82.7% | +23.1% |
| All | +430.0% | +1,512.0% | -1,082.1% | +252.3% |
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