+112.1%
PFE vs VTV
+721.7%
-609.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +1.8% | +0.5% | +1.2% | +1.4% |
| 30D | +10.2% | +1.1% | +9.1% | +9.3% |
| 3M | +12.7% | +5.9% | +6.8% | +7.9% |
| 6M | +10.5% | +11.6% | -1.1% | +1.7% |
| YTD | +20.2% | +19.8% | +0.3% | +5.0% |
| 1Y | +24.1% | +26.2% | -2.2% | +4.4% |
| 3Y | -3.6% | +68.5% | -72.0% | -34.5% |
| 5Y | -20.9% | +79.9% | -100.7% | -49.2% |
| 10Y | +35.8% | +229.7% | -193.8% | -45.6% |
| All | +112.1% | +721.7% | -609.6% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling