+117.9%
PFE vs VUG
+1,192.0%
-1,074.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -2.1% |
| 7D | -4.7% | +0.5% | -5.2% | -5.0% |
| 30D | +3.4% | -8.2% | +11.5% | +7.9% |
| 3M | +9.2% | -5.4% | +14.7% | +12.1% |
| 6M | +15.8% | -2.5% | +18.4% | +16.3% |
| YTD | +23.4% | +4.2% | +19.3% | +19.0% |
| 1Y | +25.8% | +5.0% | +20.8% | +20.6% |
| 3Y | +17.8% | +81.7% | -63.9% | -20.8% |
| 5Y | -20.2% | +62.5% | -82.7% | -44.7% |
| 10Y | +49.6% | +396.3% | -346.7% | -56.4% |
| All | +117.9% | +1,192.0% | -1,074.1% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling