+73.3%
VZ vs PBF
+257.4%
-184.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | +0.9% | +3.8% | -2.9% | +0.7% |
| 30D | +6.9% | -22.2% | +29.1% | +8.1% |
| 3M | +0.6% | +1.3% | -0.6% | +0.3% |
| 6M | +0.3% | +69.0% | -68.7% | -2.7% |
| YTD | +21.9% | +166.5% | -144.6% | +15.1% |
| 1Y | +21.7% | +88.1% | -66.4% | +16.8% |
| 3Y | +58.5% | +77.9% | -19.4% | +50.5% |
| 5Y | +22.4% | +413.0% | -390.6% | +7.1% |
| All | +73.3% | +257.4% | -184.1% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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