+123.4%
VRT vs PFE
+22.9%
+100.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.4% |
| 7D | +9.1% | +1.8% | +7.4% | +9.0% |
| 30D | +0.9% | +10.2% | -9.3% | -0.2% |
| 3M | -13.4% | +12.7% | -26.1% | -14.1% |
| 6M | +11.7% | +10.5% | +1.2% | +11.4% |
| YTD | +73.2% | +20.2% | +53.1% | +68.6% |
| 1Y | +123.4% | +24.1% | +99.4% | +111.1% |
| All | +123.4% | +22.9% | +100.6% | +111.1% |
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