-19.0%
PFE vs VTRS
+47.1%
-66.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -2.6% | -2.2% | -0.4% | -2.0% |
| 30D | +5.4% | +3.3% | +2.0% | +4.5% |
| 3M | +7.8% | +2.0% | +5.8% | +7.0% |
| 6M | +5.0% | +19.9% | -14.9% | 0.0% |
| YTD | +17.1% | +35.7% | -18.7% | +7.7% |
| 1Y | +19.3% | +68.1% | -48.8% | +3.9% |
| 3Y | -0.9% | +87.1% | -88.0% | -17.5% |
| All | -19.0% | +47.1% | -66.1% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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