+65.5%
VZ vs PCAR
+296.2%
-230.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | +2.1% | +0.1% | +2.1% | +2.1% |
| 30D | +1.4% | -4.6% | +5.9% | +2.3% |
| 3M | -1.3% | -22.6% | +21.3% | +3.5% |
| 6M | -0.5% | -12.0% | +11.4% | +1.6% |
| YTD | +19.6% | -6.1% | +25.7% | +20.3% |
| 1Y | +22.4% | +6.3% | +16.1% | +20.0% |
| 3Y | +55.9% | +31.8% | +24.1% | +43.8% |
| 5Y | +20.4% | +104.2% | -83.8% | -0.6% |
| All | +65.5% | +296.2% | -230.7% | +25.7% |
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