+90.8%
VZ vs P
+557.5%
-466.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.0% | +7.1% | +2.1% |
| 7D | +6.9% | -19.4% | +26.3% | +7.1% |
| 30D | +2.3% | -22.3% | +24.6% | +2.4% |
| 3M | 0.0% | +33.2% | -33.2% | -0.5% |
| 6M | +0.2% | +53.6% | -53.4% | -0.6% |
| YTD | +20.9% | +66.8% | -45.9% | +19.6% |
| 1Y | +25.2% | +17.5% | +7.7% | +24.7% |
| 3Y | +55.9% | +219.7% | -163.9% | +47.6% |
| 5Y | +22.6% | +307.8% | -285.2% | +13.4% |
| 10Y | +68.6% | +855.3% | -786.7% | +45.2% |
| All | +90.8% | +557.5% | -466.7% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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