-21.4%
PFE vs VYM
+76.9%
-98.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -4.3% | -1.0% | -3.3% | -3.6% |
| 30D | +2.7% | -2.0% | +4.7% | +4.2% |
| 3M | +10.0% | +3.1% | +6.9% | +7.7% |
| 6M | +7.2% | +8.9% | -1.7% | +0.8% |
| YTD | +17.3% | +14.7% | +2.6% | +6.2% |
| 1Y | +20.3% | +19.4% | +0.9% | +6.0% |
| 3Y | -1.6% | +65.4% | -67.0% | -30.7% |
| 5Y | -21.4% | +77.6% | -98.9% | -45.8% |
| All | -21.4% | +76.9% | -98.3% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling