+64.4%
VZ vs PBR
+648.5%
-584.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | +5.8% | +17.5% | -11.8% | +4.4% |
| 3M | +10.5% | +20.9% | -10.4% | +8.8% |
| 6M | +1.8% | +20.2% | -18.5% | +0.1% |
| YTD | +28.3% | +84.3% | -56.0% | +21.9% |
| 1Y | +22.0% | +77.1% | -55.1% | +16.2% |
| 3Y | +81.8% | +100.8% | -19.0% | +70.3% |
| 5Y | +25.3% | +556.1% | -530.8% | +4.9% |
| 10Y | +64.4% | +676.1% | -611.7% | +27.2% |
| All | +64.4% | +648.5% | -584.1% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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