+1,978.7%
VRT vs PFE
+16.1%
+1,962.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.3% |
| 7D | +0.5% | -3.0% | +3.4% | +1.0% |
| 30D | -13.7% | +5.2% | -18.9% | -14.6% |
| 3M | -26.7% | +12.2% | -38.9% | -28.3% |
| 6M | -43.8% | +17.8% | -61.6% | -45.7% |
| YTD | +27.6% | +26.2% | +1.4% | +21.8% |
| 1Y | +15.5% | +23.2% | -7.7% | +10.7% |
| 3Y | +395.6% | +21.3% | +374.3% | +367.6% |
| 5Y | +677.3% | -23.1% | +700.4% | +716.9% |
| All | +1,978.7% | +16.1% | +1,962.6% | +1,794.9% |
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