+13.8%
VRT vs PFE
+35.1%
-21.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.6% | -15.5% | -11.9% |
| 7D | -15.4% | +4.6% | -19.9% | -14.0% |
| 30D | -19.0% | +12.3% | -31.3% | -16.6% |
| 3M | -23.8% | +21.2% | -45.0% | -21.8% |
| 6M | -37.9% | +21.1% | -59.0% | -35.4% |
| YTD | +27.0% | +30.0% | -3.1% | +31.3% |
| 1Y | +13.8% | +35.6% | -21.8% | +22.4% |
| All | +13.8% | +35.1% | -21.3% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling