+688.8%
VRT vs PFE
-25.1%
+713.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.7% |
| 7D | +18.6% | -2.1% | +20.7% | +18.9% |
| 30D | -11.7% | +3.1% | -14.8% | -12.1% |
| 3M | -27.3% | +11.2% | -38.5% | -28.5% |
| 6M | -42.9% | +15.0% | -57.9% | -44.2% |
| YTD | +29.5% | +23.5% | +6.0% | +25.0% |
| 1Y | +21.0% | +18.9% | +2.1% | +17.5% |
| 3Y | +403.1% | +18.7% | +384.4% | +379.0% |
| 5Y | +688.8% | -24.0% | +712.9% | +796.6% |
| All | +688.8% | -25.1% | +713.9% | +796.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling