+1,714.7%
PLTR vs VZ
+14.0%
+1,700.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.2% |
| 7D | +0.4% | +0.9% | -0.5% | +0.5% |
| 30D | -17.5% | +8.9% | -26.4% | -17.0% |
| 3M | -1.5% | +0.1% | -1.6% | -1.2% |
| 6M | +25.9% | +1.9% | +24.0% | +26.4% |
| YTD | -3.0% | +22.0% | -25.0% | -2.6% |
| 1Y | -9.7% | +22.1% | -31.8% | -9.3% |
| 3Y | +776.5% | +58.7% | +717.8% | +749.9% |
| 5Y | +649.9% | +22.3% | +627.6% | +588.3% |
| All | +1,714.7% | +14.0% | +1,700.8% | +1,415.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 10y: compounded portfolio wealth divided by compounded VZ 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…
10y analysis · Full analysis span regression · 6 months rolling