-21.5%
PFE vs VUG
+57.0%
-78.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -3.7% | -3.4% | -0.3% | -3.1% |
| 30D | +5.0% | -11.1% | +16.1% | +7.1% |
| 3M | +12.2% | -7.2% | +19.4% | +13.6% |
| 6M | +14.6% | -4.1% | +18.7% | +15.1% |
| YTD | +24.1% | +1.4% | +22.7% | +23.2% |
| 1Y | +26.6% | +1.9% | +24.7% | +25.4% |
| 3Y | +14.3% | +77.7% | -63.4% | -0.5% |
| All | -21.5% | +57.0% | -78.5% | -41.0% |
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