+905.2%
VRT vs PFE
-21.1%
+926.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.5% |
| 7D | +9.1% | +1.8% | +7.4% | +8.8% |
| 30D | +0.9% | +10.2% | -9.3% | -0.6% |
| 3M | -13.4% | +12.7% | -26.1% | -15.1% |
| 6M | +11.7% | +10.5% | +1.2% | +9.9% |
| YTD | +73.2% | +20.2% | +53.1% | +68.0% |
| 1Y | +123.4% | +24.1% | +99.4% | +115.2% |
| 3Y | +606.2% | -3.6% | +609.7% | +615.9% |
| All | +905.2% | -21.1% | +926.4% | +1,058.9% |
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 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