+32.9%
PFE vs VUG
+408.5%
-375.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -2.7% | +0.9% | -3.5% | -3.0% |
| 30D | +3.8% | -1.4% | +5.3% | +4.4% |
| 3M | +10.4% | +2.3% | +8.0% | +9.2% |
| 6M | +6.3% | +15.7% | -9.4% | +0.3% |
| YTD | +17.4% | +8.6% | +8.8% | +13.3% |
| 1Y | +21.1% | +14.1% | +7.1% | +14.7% |
| 3Y | -1.6% | +87.9% | -89.5% | -25.2% |
| 5Y | -22.2% | +76.3% | -98.5% | -40.4% |
| 10Y | +32.9% | +409.7% | -376.8% | -49.4% |
| All | +32.9% | +408.5% | -375.7% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling