+118.5%
PFE vs VTV
+736.6%
-618.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | +9.4% | +1.6% | +7.8% | +8.1% |
| 6M | +14.9% | +11.2% | +3.7% | +6.1% |
| YTD | +23.8% | +22.0% | +1.8% | +6.7% |
| 1Y | +19.5% | +24.9% | -5.4% | +1.3% |
| 3Y | +21.0% | +78.5% | -57.4% | -21.3% |
| 5Y | -23.9% | +77.8% | -101.6% | -50.7% |
| 10Y | +47.8% | +231.1% | -183.2% | -41.0% |
| All | +118.5% | +736.6% | -618.1% | -58.1% |
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