+19.5%
PFE vs VTV
+23.7%
-4.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.7% | +2.9% | -4.6% | -3.8% |
| 30D | +0.3% | +3.8% | -3.4% | -2.3% |
| 3M | +9.4% | +1.6% | +7.8% | +8.3% |
| 6M | +14.9% | +11.2% | +3.7% | +5.7% |
| YTD | +23.8% | +22.0% | +1.8% | +2.0% |
| 1Y | +19.5% | +24.9% | -5.4% | -4.5% |
| All | +19.5% | +23.7% | -4.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling