+371.0%
VZ vs PBR
+1,797.5%
-1,426.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +0.1% | +8.6% | -8.5% | -1.0% |
| 30D | +7.9% | +12.8% | -4.9% | +6.2% |
| 3M | +13.6% | +14.7% | -1.0% | +11.5% |
| 6M | +1.1% | +25.2% | -24.1% | -2.2% |
| YTD | +29.3% | +77.1% | -47.9% | +19.6% |
| 1Y | +21.2% | +69.6% | -48.3% | +12.6% |
| 3Y | +75.9% | +95.6% | -19.7% | +58.6% |
| 5Y | +24.1% | +501.8% | -477.7% | -6.1% |
| 10Y | +62.4% | +640.6% | -578.2% | +7.7% |
| All | +371.0% | +1,797.5% | -1,426.5% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling