+35.6%
PFE vs VXUS
+146.3%
-110.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | +1.8% | +1.0% | +0.7% | +1.2% |
| 30D | +10.2% | +2.2% | +8.0% | +9.0% |
| 3M | +12.7% | +3.0% | +9.7% | +10.6% |
| 6M | +10.5% | +10.7% | -0.1% | +4.0% |
| YTD | +20.2% | +17.8% | +2.3% | +9.2% |
| 1Y | +24.1% | +27.6% | -3.5% | +8.0% |
| 3Y | -3.6% | +73.3% | -76.9% | -29.2% |
| 5Y | -20.9% | +54.3% | -75.2% | -38.7% |
| All | +35.6% | +146.3% | -110.7% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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