+65.5%
VZ vs PCG
-77.4%
+142.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.9% |
| 7D | +2.1% | -1.6% | +3.7% | +2.2% |
| 30D | +1.4% | +1.4% | 0.0% | +1.3% |
| 3M | -1.3% | -23.4% | +22.1% | -0.4% |
| 6M | -0.5% | -19.4% | +18.8% | +0.2% |
| YTD | +19.6% | -18.5% | +38.1% | +20.4% |
| 1Y | +22.4% | -19.5% | +41.9% | +23.2% |
| 3Y | +55.9% | -21.0% | +76.9% | +56.7% |
| 5Y | +20.4% | +13.7% | +6.7% | +19.5% |
| All | +65.5% | -77.4% | +142.9% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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