-24.0%
PFE vs VXUS
+46.3%
-70.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -2.1% | +2.3% | -4.4% | -3.0% |
| 30D | +3.1% | -2.2% | +5.3% | +4.0% |
| 3M | +11.2% | -5.4% | +16.6% | +13.6% |
| 6M | +15.0% | -1.2% | +16.3% | +15.0% |
| YTD | +23.5% | +10.4% | +13.2% | +17.1% |
| 1Y | +18.9% | +11.8% | +7.1% | +12.0% |
| 3Y | +18.7% | +68.4% | -49.7% | -6.1% |
| 5Y | -24.0% | +45.9% | -69.9% | -46.4% |
| All | -24.0% | +46.3% | -70.4% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling