+404.6%
PFE vs VTR
+1,499.7%
-1,095.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.7% | -0.9% |
| 7D | +1.8% | -1.7% | +3.4% | +2.0% |
| 30D | +10.2% | -2.4% | +12.7% | +10.6% |
| 3M | +12.7% | +14.8% | -2.1% | +10.2% |
| 6M | +10.5% | +5.3% | +5.2% | +9.4% |
| YTD | +20.2% | +18.1% | +2.1% | +16.8% |
| 1Y | +24.1% | +36.7% | -12.7% | +17.9% |
| 3Y | -3.6% | +130.1% | -133.6% | -15.8% |
| 5Y | -20.9% | +89.5% | -110.4% | -29.5% |
| 10Y | +35.8% | +87.4% | -51.5% | +14.6% |
| All | +404.6% | +1,499.7% | -1,095.1% | +235.9% |
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