+19.0%
PFE vs VYM
+17.6%
+1.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.1% |
| 7D | -4.0% | -1.9% | -2.2% | -2.6% |
| 30D | +3.9% | -2.6% | +6.5% | +6.0% |
| 3M | +9.9% | +3.6% | +6.3% | +6.9% |
| 6M | +5.3% | +8.7% | -3.4% | -2.1% |
| YTD | +16.8% | +14.1% | +2.7% | +2.3% |
| All | +19.0% | +17.6% | +1.4% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling