+444.2%
V vs PFE
+45.6%
+398.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.8% | -4.7% | +3.9% | +0.9% |
| 30D | +9.5% | +3.4% | +6.2% | +8.3% |
| 3M | +16.7% | +9.2% | +7.4% | +13.1% |
| 6M | +32.9% | +15.8% | +17.1% | +26.1% |
| YTD | +21.1% | +23.4% | -2.4% | +11.8% |
| 1Y | +26.6% | +25.8% | +0.8% | +16.0% |
| 3Y | +78.4% | +17.8% | +60.5% | +63.4% |
| 5Y | +105.5% | -20.2% | +125.7% | +113.7% |
| 10Y | +444.2% | +49.6% | +394.7% | +317.7% |
| All | +444.2% | +45.6% | +398.7% | +317.7% |
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