-24.0%
PFE vs VTV
+77.3%
-101.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | -2.1% | +2.3% | -4.4% | -3.7% |
| 30D | +3.1% | +3.8% | -0.7% | +0.4% |
| 3M | +11.2% | +1.7% | +9.5% | +9.9% |
| 6M | +15.0% | +10.9% | +4.1% | +6.6% |
| YTD | +23.5% | +21.7% | +1.8% | +6.9% |
| 1Y | +18.9% | +23.4% | -4.5% | +1.9% |
| 3Y | +18.7% | +78.0% | -59.3% | -20.6% |
| 5Y | -24.0% | +77.4% | -101.4% | -49.3% |
| All | -24.0% | +77.3% | -101.3% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling