+118.0%
PFE vs VTV
+734.9%
-616.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | -2.1% | +2.3% | -4.4% | -3.8% |
| 30D | +3.1% | +3.8% | -0.7% | +0.3% |
| 3M | +11.2% | +1.7% | +9.5% | +9.8% |
| 6M | +15.0% | +10.9% | +4.1% | +6.5% |
| YTD | +23.5% | +21.7% | +1.8% | +6.6% |
| 1Y | +18.9% | +23.4% | -4.5% | +1.7% |
| 3Y | +18.7% | +78.0% | -59.3% | -22.6% |
| 5Y | -24.0% | +77.4% | -101.4% | -50.7% |
| 10Y | +47.5% | +230.4% | -182.8% | -41.0% |
| All | +118.0% | +734.9% | -616.8% | -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