+455.4%
V vs PFE
+47.4%
+408.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | +0.8% | -0.7% | +1.5% | +1.1% |
| 30D | +9.9% | +5.3% | +4.6% | +8.0% |
| 3M | +17.5% | +10.1% | +7.4% | +13.5% |
| 6M | +33.5% | +18.0% | +15.4% | +25.6% |
| YTD | +21.6% | +25.8% | -4.2% | +11.4% |
| 1Y | +27.6% | +28.4% | -0.9% | +15.9% |
| 3Y | +76.4% | +20.9% | +55.5% | +60.0% |
| 5Y | +103.8% | -21.5% | +125.3% | +114.7% |
| All | +455.4% | +47.4% | +408.0% | +312.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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