+73.3%
VZ vs PCAR
+287.3%
-214.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +0.9% | +2.1% | -1.2% | +0.5% |
| 30D | +6.9% | -1.2% | +8.1% | +7.2% |
| 3M | +0.6% | -18.6% | +19.2% | +4.5% |
| 6M | +0.3% | -5.1% | +5.4% | +1.0% |
| YTD | +21.9% | -1.8% | +23.7% | +21.5% |
| 1Y | +21.7% | +10.6% | +11.0% | +18.3% |
| 3Y | +58.5% | +34.9% | +23.6% | +45.4% |
| 5Y | +22.4% | +114.0% | -91.5% | -0.1% |
| All | +73.3% | +287.3% | -214.0% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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