+3,200.4%
PFE vs VTRS
+552.8%
+2,647.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -4.3% | -3.5% | -0.8% | -3.6% |
| 30D | +2.7% | +2.1% | +0.6% | +2.3% |
| 3M | +10.0% | +2.6% | +7.4% | +9.2% |
| 6M | +7.2% | +17.8% | -10.6% | +3.3% |
| YTD | +17.3% | +35.7% | -18.3% | +9.5% |
| 1Y | +20.3% | +63.5% | -43.2% | +8.0% |
| 3Y | -1.6% | +85.1% | -86.8% | -15.0% |
| 5Y | -21.4% | +42.5% | -63.9% | -30.0% |
| 10Y | +35.2% | -48.2% | +83.5% | +37.8% |
| All | +3,200.4% | +552.8% | +2,647.6% | +1,509.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling