+1,740.6%
VRT vs PFE
+14.1%
+1,726.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | -21.4% | -3.7% | -17.6% | -20.9% |
| 30D | -25.8% | +5.0% | -30.8% | -26.5% |
| 3M | -33.5% | +12.2% | -45.7% | -35.1% |
| 6M | -49.0% | +14.6% | -63.6% | -50.5% |
| YTD | +12.9% | +24.1% | -11.2% | +8.1% |
| 1Y | 0.0% | +26.6% | -26.5% | -4.7% |
| 3Y | +361.8% | +14.3% | +347.5% | +341.6% |
| 5Y | +565.1% | -21.9% | +587.1% | +595.8% |
| All | +1,740.6% | +14.1% | +1,726.5% | +1,582.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling