-1.6%
PFE vs VTV
+69.1%
-70.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.7% |
| 7D | -2.7% | +0.3% | -3.0% | -2.9% |
| 30D | +3.8% | +0.1% | +3.7% | +3.8% |
| 3M | +10.4% | +6.2% | +4.2% | +5.2% |
| 6M | +6.3% | +13.5% | -7.2% | -4.1% |
| YTD | +17.4% | +18.9% | -1.5% | +2.0% |
| 1Y | +21.1% | +25.8% | -4.7% | +0.8% |
| 3Y | -1.6% | +68.7% | -70.3% | -33.2% |
| All | -1.6% | +69.1% | -70.7% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling