+361.0%
VRT vs PFE
+21.5%
+339.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.6% | -3.1% |
| 7D | -17.7% | -0.7% | -17.0% | -17.7% |
| 30D | -20.0% | +5.3% | -25.3% | -19.7% |
| 3M | -28.1% | +10.1% | -38.2% | -27.7% |
| 6M | -42.8% | +18.0% | -60.9% | -42.4% |
| YTD | +20.0% | +25.8% | -5.8% | +21.1% |
| 1Y | +3.5% | +28.4% | -24.9% | +4.6% |
| All | +361.0% | +21.5% | +339.5% | +360.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling