The reduction in risk of testing positive for COVID-19 associated with vaccination overall and by different vaccine types using data from the Coronavirus (COVID-19) Infection Survey. Two time periods were analysed; when the Alpha variant was dominant in the UK (1 December 2020 to 16 May 2021)...
www.ons.gov.uk
This is a bit of a read but the 4 main points at the start will give the findings, the main point for me is that the vaccines, both AZ and Pfizer, gave similar protection as any natural immunity generated by actually getting infected.
The other point of interest was the vaccines ability to reduce transmission of the Alpha variant but they aren't so effective against Delta transmission, which we are seeing now .