+173.9%
PFE vs VYM
+498.6%
-324.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -1.7% | +3.7% | -5.4% | -4.5% |
| 30D | +0.3% | +3.7% | -3.3% | -2.5% |
| 3M | +9.4% | -0.7% | +10.1% | +9.9% |
| 6M | +14.9% | +7.2% | +7.7% | +8.6% |
| YTD | +23.8% | +16.9% | +6.8% | +9.3% |
| 1Y | +19.5% | +19.6% | -0.1% | +3.7% |
| 3Y | +21.0% | +74.6% | -53.6% | -22.1% |
| 5Y | -23.9% | +72.3% | -96.2% | -50.9% |
| 10Y | +47.8% | +206.5% | -158.7% | -41.0% |
| All | +173.9% | +498.6% | -324.7% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling