-23.8%
PFE vs VUG
+62.0%
-85.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -1.7% | +2.5% | -4.2% | -2.2% |
| 30D | +0.3% | -6.3% | +6.6% | +1.5% |
| 3M | +9.4% | -6.0% | +15.4% | +10.5% |
| 6M | +14.9% | -3.5% | +18.4% | +15.3% |
| YTD | +23.8% | +3.9% | +19.9% | +22.3% |
| 1Y | +19.5% | +5.1% | +14.4% | +17.8% |
| 3Y | +21.0% | +77.9% | -56.8% | +5.2% |
| All | -23.8% | +62.0% | -85.8% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling