+112.1%
PFE vs VUG
+1,251.8%
-1,139.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.0% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +10.2% | -0.3% | +10.5% | +10.4% |
| 3M | +12.7% | -0.7% | +13.4% | +12.6% |
| 6M | +10.5% | +14.6% | -4.1% | +1.6% |
| YTD | +20.2% | +9.0% | +11.1% | +13.5% |
| 1Y | +24.1% | +14.9% | +9.2% | +13.5% |
| 3Y | -3.6% | +86.0% | -89.6% | -35.8% |
| 5Y | -20.9% | +76.7% | -97.6% | -47.8% |
| 10Y | +35.8% | +411.3% | -375.5% | -60.8% |
| All | +112.1% | +1,251.8% | -1,139.7% | -72.9% |
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