-42.9%
VRT vs PFE
+15.3%
-58.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | -0.6% |
| 7D | +18.6% | -2.1% | +20.7% | +16.2% |
| 30D | -11.7% | +3.1% | -14.8% | -8.1% |
| 3M | -27.3% | +11.2% | -38.5% | -19.2% |
| 6M | -42.9% | +15.0% | -57.9% | -33.8% |
| All | -42.9% | +15.3% | -58.1% | -33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling